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
Keywords :
Gaussian likelihood estimation , Scalar component model , Cointegrated model , Kalman filter , Chandrasekhar-type recursions , ARMA echelon form
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
