Maximum Likelihood Estimators in the Multivariate Autoregressive Moving Aver age Model from a Generalized Least Squares Viewpoint

Authors
G. C. Reinsel S. Basu S.F. Yap
Citation
G. C. Reinsel et al., Maximum Likelihood Estimators in the Multivariate Autoregressive Moving Aver age Model from a Generalized Least Squares Viewpoint, Journal of time series analysis, 13(02), 1992, pp. 133
Journal title
Journal of time series analysis → ACNP
ISSN journal
01439782
Volume
13
Issue
02
Year of publication
1992
Database
ICR
SICI code
0143-9782(1992)13:02<133:MLEITM>2.0.ZU;2-O