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Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise

Lijuan Liu, Haibo Liu, Feng Ding 0001, Ahmed Alsaedi, Tasawar Hayat. Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise. J. Franklin Institute, 357(9):5640-5662, 2020. [doi]

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Lijuan Liu

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Haibo Liu

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Feng Ding 0001

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Ahmed Alsaedi

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Tasawar Hayat

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