This is a preview. Log in through your library . Abstract This paper derives the explicit expressions for the determinant and exact inverse of the covariance matrix of a multivariate autoregressive ...
This paper proposes three methods for computing the exact likelihood function of multivariate moving average models. Each method utilizes the structure of the covariance matrix in a different way.
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback