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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Maximum Likelihood Estimation of the VAR(1) Model Parameters with Missing Observations

Participants in the publication
Helena Mouriño (Author)
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA
Dep. Estatística e Investigação Operacional
CMAFcIO - Centro de Matemática, Aplicações Fundamentais e Investigação Operacional
CEAUL - Centro de Estatística e Aplicações
Maria Isabel Barão (Author)
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Scope
International

Refereeing
Yes

Date of Publication
2013

Where published
Mathematical Problems in Engineering

Publication Identifiers

Publisher
Hindawi Limited

Volume
2013

Number of pages
12
Starting page
1
Last page
13

Document Identifiers
DOI - https://doi.org/10.1155/2013/848120
URL - http://dx.doi.org/10.1155/2013/848120

Rankings
SCIMAGO Q2 (2013) - 0.289 - Engineering (miscellaneous)


Export

APA
Helena Mouriño, Maria Isabel Barão, (2013). Maximum Likelihood Estimation of the VAR(1) Model Parameters with Missing Observations. Mathematical Problems in Engineering, 2013, 1-13. http://dx.doi.org/10.1155/2013/848120

IEEE
Helena Mouriño, Maria Isabel Barão, "Maximum Likelihood Estimation of the VAR(1) Model Parameters with Missing Observations" in Mathematical Problems in Engineering, vol. 2013, pp. 1-13, 2013. 10.1155/2013/848120

BIBTEX
@article{49958, author = {Helena Mouriño and Maria Isabel Barão}, title = {Maximum Likelihood Estimation of the VAR(1) Model Parameters with Missing Observations}, journal = {Mathematical Problems in Engineering}, year = 2013, pages = {1-13}, volume = 2013 }