Maximum Likelihood Estimation and Model Checking for Vector ARMA Models

Author(s):  
Gregory C. Reinsel
1994 ◽  
Vol 10 (3-4) ◽  
pp. 811-811

B.M. Pötscher, Noninvertibility and Pseudo Maximum Likelihood Estimation of Misspecified ARMA Models. Econometric Theory 7 (1991): 435–449.


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