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.
Educational Studies in Mathematics, Vol. 73, No. 1 (Jan., 2010), pp. 3-19 (17 pages) This study is part of a project concerned with the analysis of how students work with two-variable functions. This ...
Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...
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