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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Opis bibliograficzny
1. autor:	Bauer, Dietmar.
Format:	Artykuł
Język:	English
Hasła przedmiotowe:	Estimation techniques Gaussian likelihood Linear dynamic models Stationary time series
Etykiety:	Dodaj etykietę Nie ma etykietki, Dołącz pierwszą etykiete!

Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

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