Algorithm 878: Exact VARMA likelihood and its gradient for complete and incomplete data with Matlab

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Author: Kristjan Jonasson University of Iceland, Reykjavik, Iceland
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ACM Transactions on Mathematical Software (TOMS) TOMS Homepage archive
Volume 35 Issue 1, July 2008
Article No. 6
ACM New York, NY, USA
table of contents doi>10.1145/1377603.1377609
Algorithm 878: Exact VARMA likelihood and its gradient for complete and incomplete data with Matlab Published by ACM 2008 Article
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