MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING-AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT.

Autor: Reinsel, Gregory C., Basu, Sabyasachi, Yap, Sook Fwe
Zdroj: Journal of Time Series Analysis; Mar1992, Vol. 13 Issue 2, p133-145, 13p
Databáze: Complementary Index
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