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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Détails bibliographiques
Auteur principal:	Bauer, Dietmar.
Format:	Article
Langue:	English
Sujets:	Estimation techniques Gaussian likelihood Linear dynamic models Stationary time series
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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

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