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"Estimation of a digitised Gaussian ARMA model by Monte Carlo Expectation ..."

Hannah Lennon, Jingsong Yuan (2019)

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DOI: 10.1016/J.CSDA.2018.10.015

access: closed

type: Journal Article

metadata version: 2023-09-30

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Hannah Lennon, Jingsong Yuan:
Estimation of a digitised Gaussian ARMA model by Monte Carlo Expectation Maximisation. Comput. Stat. Data Anal. 133: 277-284 (2019)

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