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Mathematical Problems in Engineering
Volume 2013, Article ID 848120, 13 pages
http://dx.doi.org/10.1155/2013/848120
Research Article

Maximum Likelihood Estimation of the VAR(1) Model Parameters with Missing Observations

Departamento de Estatística e Investigação Operacional, Faculdade de Ciências, Universidade de Lisboa, Edifício C6, Piso 4, Campo Grande, 1749-016 Lisboa, Portugal

Received 4 January 2013; Revised 29 March 2013; Accepted 8 April 2013

Academic Editor: Xuejun Xie

Copyright © 2013 Helena Mouriño and Maria Isabel Barão. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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