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    CSDA
    2006
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    Exact maximum likelihood estimation of structured or unit root multivariate time series models
    15 years 3 months ago
    Exact maximum likelihood estimation of structured or unit root multivariate time series models
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    TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...
    Guy Mélard, Roch Roy, Abdessamad Saidi
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