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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מידע ביבליוגרפי
מחבר ראשי:	Bauer, Dietmar.
פורמט:	Bài viết
שפה:	English
נושאים:	Estimation techniques Gaussian likelihood Linear dynamic models Stationary time series
תגים:	הוספת תג אין תגיות, היה/י הראשונ/ה לתייג את הרשומה!

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

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