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"A new multivariate equation-error autoregressive moving average system ..."

Hamidreza Hakimdavoodi, Maryam Amirmazlaghani, Hamidreza Amindavar (2021)

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DOI: 10.1016/J.DSP.2021.103213

access: closed

type: Journal Article

metadata version: 2021-11-02

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Hamidreza Hakimdavoodi, Maryam Amirmazlaghani, Hamidreza Amindavar:
A new multivariate equation-error autoregressive moving average system with conditional heteroscedastic noise: Maximum likelihood identification. Digit. Signal Process. 118: 103213 (2021)

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