Abdessamad Saidi

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(MITACS) and the Fonds québecois de la recherche sur la nature et les technologies (FQRNT). Abstract The exact likelihood function of a Gaussian vector autoregressive-moving average (VARMA) model is evaluated in two non standard cases: (a) a parsimonious structured form, such as obtained in the echelon form structure or the scalar component model (SCM)(More)
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