Exact maximum likelihood estimation of partially nonstationary vector ARMA models

José Alberto Mauricio، نويسنده ,

روزنامه با شماره پیاپی سال 2006

19

3644

3662

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

Computational Statistics and Data Analysis

2006

Computational Statistics and Data Analysis

308088