Dinh-Tuan Pham, Dinh Quy Tong. Maximum likelihood estimation for a multivariate autoregressive model. IEEE Transactions on Signal Processing, 42(11):3061-3072, 1994. [doi]
@article{PhamT94,
title = {Maximum likelihood estimation for a multivariate autoregressive model},
author = {Dinh-Tuan Pham and Dinh Quy Tong},
year = {1994},
doi = {10.1109/78.330366},
url = {http://dx.doi.org/10.1109/78.330366},
researchr = {https://researchr.org/publication/PhamT94},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Signal Processing},
volume = {42},
number = {11},
pages = {3061-3072},
}