Exact maximum likelihood estimation of structured or unit root multivariate time series models
| Year of publication: |
2006
|
|---|---|
| Authors: | Melard, Guy ; Roy, Roch ; Saidi, Abdessamad |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 50.2006, 11, p. 2958-2986
|
| Publisher: |
Elsevier |