Renormalized maximum likelihood for multivariate autoregressive models

Said Maanan, Bogdan Dumitrescu, Ciprian Doru Giurcaneanu. Renormalized maximum likelihood for multivariate autoregressive models. In 24th European Signal Processing Conference, EUSIPCO 2016, Budapest, Hungary, August 29 - September 2, 2016. pages 150-154, IEEE, 2016. [doi]

Abstract

Abstract is missing.