Closed-form results for vector moving average models with a univariate estimation approach (bibtex)
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Reference:
Closed-form results for vector moving average models with a univariate estimation approach (Federico Poloni, Giacomo Sbrana), In Econometrics and Statistics, 2018.
Bibtex Entry:
@article{PolS18,
title = "Closed-form results for vector moving average models with a univariate estimation approach",
journal = "Econometrics and Statistics",
year = "2018",
issn = "2452-3062",
doi = "https://doi.org/10.1016/j.ecosta.2018.06.003",
url = "http://www.sciencedirect.com/science/article/pii/S2452306218300327",
author = "Federico Poloni and Giacomo Sbrana",
keywords = "VARMA estimation, Maximum likelihood, Canonical factorization",
pdf = {files2/PolS18_general_meta.pdf},
}
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