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Alj, A. and Azrak, R. and Ley, C. and Mélard, G. (2017) Asymptotic Properties of QML Estimators for VARMA Models with Time-dependent Coefficients. Scandinavian Journal of Statistics, 44 (3). pp. 617-635.

Alj, A. and Jónasson, K. and Mélard, G. (2016) The exact Gaussian likelihood estimation of time-dependent VARMA models. Computational Statistics and Data Analysis, 100. pp. 633-644.

This list was generated on Sun Jan 17 18:38:37 2021 CET.