On the sufficient statistics for multivariate ARMA models: approximate approach
| Year of publication: |
2009
|
|---|---|
| Authors: | Kharrati-Kopaei, M. ; Nematollahi, A. ; Shishebor, Z. |
| Published in: |
Statistical Papers. - Springer. - Vol. 50.2009, 2, p. 261-276
|
| Publisher: |
Springer |
| Subject: | Multivariate ARMA | Sufficient statistic | Approximate sufficient statistic |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005391180