Title of article
Exact maximum likelihood estimation of partially nonstationary vector ARMA models
Author/Authors
José Alberto Mauricio، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
19
From page
3644
To page
3662
Keywords
Exact maximum likelihood estimation , Cointegration , Vector autoregressive moving average model , Unit roots , Vector error-correction model , Partially nonstationary model
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
145073
Link To Document