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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書誌詳細
第一著者:	Bauer, Dietmar.
フォーマット:	論文
言語:	English
主題:	Estimation techniques Gaussian likelihood Linear dynamic models Stationary time series
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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

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