Exact Likelihood Equations for Autoregression Models with Multivariate Elliptically Contoured Distributions.
| Autor: | Tarami, B.1 (AUTHOR) tarami@mail.yu.ac.ir, Khodadadi, Z.2 (AUTHOR) |
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| Zdroj: | Communications in Statistics: Simulation & Computation. Jun2009, Vol. 38 Issue 5, p976-989. 14p. 2 Charts. |
| Databáze: | Business Source Ultimate |
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