Algorithm 878: Exact VARMA likelihood and its gradient for complete and incomplete data with Matlab.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/toms/Jonasson08
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dcterms:
bibliographicCitation
<
http://dblp.uni-trier.de/rec/bibtex/journals/toms/Jonasson08
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dc:
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<
https://dblp.l3s.de/d2r/resource/authors/Kristjan_Jonasson
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homepage
<
http://dx.doi.org/doi.org%2F10.1145%2F1377603.1377609
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DBLP journals/toms/Jonasson08
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DOI doi.org%2F10.1145%2F1377603.1377609
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issued
2008
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swrc:
journal
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https://dblp.l3s.de/d2r/resource/journals/toms
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rdfs:
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Algorithm 878: Exact VARMA likelihood and its gradient for complete and incomplete data with Matlab.
(xsd:string)
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Kristjan_Jonasson
>
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1
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swrc:
pages
6:1-6:11
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http://bibsonomy.org/uri/bibtexkey/journals/toms/Jonasson08/dblp
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http://dblp.rkbexplorer.com/id/journals/toms/Jonasson08
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rdfs:
seeAlso
<
http://dblp.uni-trier.de/db/journals/toms/toms35.html#Jonasson08
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rdfs:
seeAlso
<
https://doi.org/10.1145/1377603.1377609
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dc:
subject
ARMA, Exact likelihood function, VARMA, incomplete data, missing values, vector autoregressive moving average model
(xsd:string)
dc:
title
Algorithm 878: Exact VARMA likelihood and its gradient for complete and incomplete data with Matlab.
(xsd:string)
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35
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