Jeffrey Pai, Nalini Ravishanker. Maximum likelihood estimation in vector long memory processes via EM algorithm. Computational Statistics & Data Analysis, 53(12):4133-4142, 2009. [doi]
@article{PaiR09,
title = {Maximum likelihood estimation in vector long memory processes via EM algorithm},
author = {Jeffrey Pai and Nalini Ravishanker},
year = {2009},
doi = {10.1016/j.csda.2009.04.021},
url = {http://dx.doi.org/10.1016/j.csda.2009.04.021},
researchr = {https://researchr.org/publication/PaiR09},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {53},
number = {12},
pages = {4133-4142},
}