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Computing exact likelihood function of vector MA(1) model

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Title: Computing exact likelihood function of vector MA(1) model

Authors: S.M. Aqil Burney

Journal: Pakistan Journal of Statistics

HEC Recognition History
Category From To
Y 2023-07-01 2024-09-30
Y 2022-07-01 2023-06-30
Y 2021-07-01 2022-06-30
Y 2020-07-01 2021-06-30
Y 1900-01-01 2005-06-30

Publisher: Islamic Countries Society of Statistical Sciences, Pakistan

Country: Pakistan

Year: 1992

Volume: 8

Issue: 1

Language: English

Categories
MA(1) Models (2) Likelihood Function (2) Statistical Computation (1) Econometrics (4472) Time Series Analysis (330)

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