On the exact likelihood function of a multivariate autoregressive moving average model

Biometrika

Volumn 84, Issue 4, 1997, Pages 957-964

  Chunsheng, M A ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

Author keywords

Autoregressive moving average process; Covariance matrix; Likelihood function

Indexed keywords

EID: 0039725772     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/84.4.957     Document Type: Article

References (17)

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