Title of article
Exact maximum likelihood estimation of structured or unit root multivariate time series models
Author/Authors
Guy Mélard، نويسنده , , Roch Roy، نويسنده , , Abdessamad Saidi، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
29
From page
2958
To page
2986
Keywords
Gaussian likelihood estimation , Scalar component model , Cointegrated model , Kalman filter , Chandrasekhar-type recursions , ARMA echelon form
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
308063
Link To Document