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The Exact Likelihood of a Vector Autoregressive Moving Average Model
Author(s) -
Shea B. L.
Publication year - 1989
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347692
Subject(s) - autoregressive model , star model , mathematics , autoregressive–moving average model , maximum likelihood , statistics , autoregressive integrated moving average , econometrics , time series