Exact maximum likelihood estimation of partially nonstationary vector ARMA models

José Alberto Mauricio، نويسنده ,

روزنامه با شماره پیاپی سال 2006

19

3644

3662

Exact maximum likelihood estimation , Cointegration , Vector autoregressive moving average model , Unit roots , Vector error-correction model , Partially nonstationary model

Computational Statistics and Data Analysis

2006

Computational Statistics and Data Analysis

145073