An algorithm for the exact likelihood of a stationary vector autoregressive-moving average model
2002 ◽
Vol 23
(4)
◽
pp. 473-486
◽
A Fast Estimation Method for the Vector Autoregressive Moving Average Model with Exogenous Variables
1983 ◽
Vol 78
(384)
◽
pp. 843-849
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2019 ◽
Vol 9
(4)
◽
pp. 240-247
2005 ◽
Vol 26
(4)
◽
pp. 543-568
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1989 ◽
Vol 38
(1)
◽
pp. 161
◽
1986 ◽
Vol 24
(2)
◽
pp. 99-106
◽
1997 ◽
Vol 46
(1)
◽
pp. 157-171
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1995 ◽
Vol 90
(429)
◽
pp. 253-267
◽
2010 ◽
Vol 30
(3)
◽
pp. 133-145
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2016 ◽
pp. 417-460
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