On the Numerical Evaluation of the Theoretical Variance-Covariance Matrix of Least Squares Estimators for Echelon-Form VARMA Models

Efficient Computation of Zero of the Moving Average Operator with Real Matricial Coefficients

Salau, M.,

The Effects of Different choices of Order for Autoregressive Approximation on the Gaussian Likelihood Estimates for ARMA Models

Salau, M.,

On the Numerical Evaluation of the Theoretical Variance-Covariance Matrix of Least Squares Estimators for Echelon-Form VARMA Models

Salau, M., (1998)