Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 37, No. 2 (1988), pp. 301-316 (16 pages) ...

J.B. Maverick is an active trader, commodity futures broker, and stock market analyst 17+ years of experience, in addition to 10+ years of experience as a finance writer and book editor. The moving ...

This is a preview. Log in through your library . Abstract An expression for the likelihood function of a stationary vector autoregressive-moving average process is developed. The expression is very ...