Using subspace methods for estimating arma models for multivariate time series with conditionally heteroskedastic innovations /

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Using subspace methods for estimating arma models for multivariate time series with conditionally heteroskedastic innovations /

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Autore principale:	Bauer, Dietmar.
Natura:	Articolo
Lingua:	English
Soggetti:	Estimation techniques Gaussian likelihood Linear dynamic models Stationary time series
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Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

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