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]

@article{LiuLDAH20,
  title = {Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise},
  author = {Lijuan Liu and Haibo Liu and Feng Ding 0001 and Ahmed Alsaedi and Tasawar Hayat},
  year = {2020},
  doi = {10.1016/j.jfranklin.2020.03.047},
  url = {https://doi.org/10.1016/j.jfranklin.2020.03.047},
  researchr = {https://researchr.org/publication/LiuLDAH20},
  cites = {0},
  citedby = {0},
  journal = {J. Franklin Institute},
  volume = {357},
  number = {9},
  pages = {5640-5662},
}