{"id":"https://openalex.org/W1976233365","doi":"https://doi.org/10.1145/1377603.1377608","title":"Evaluating exact VARMA likelihood and its gradient when data are incomplete","display_name":"Evaluating exact VARMA likelihood and its gradient when data are incomplete","publication_year":2008,"publication_date":"2008-07-22","ids":{"openalex":"https://openalex.org/W1976233365","doi":"https://doi.org/10.1145/1377603.1377608","mag":"1976233365"},"language":"en","primary_location":{"id":"doi:10.1145/1377603.1377608","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1377603.1377608","pdf_url":null,"source":{"id":"https://openalex.org/S163326656","display_name":"ACM Transactions on Mathematical Software","issn_l":"0098-3500","issn":["0098-3500","1557-7295"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM Transactions on Mathematical Software","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5022247093","display_name":"Kristj\u00e1n J\u00f3nasson","orcid":"https://orcid.org/0000-0002-9066-3128"},"institutions":[{"id":"https://openalex.org/I165368041","display_name":"University of Iceland","ror":"https://ror.org/01db6h964","country_code":"IS","type":"education","lineage":["https://openalex.org/I165368041"]}],"countries":["IS"],"is_corresponding":true,"raw_author_name":"Kristjan Jonasson","raw_affiliation_strings":["University of Iceland, Reykjavik, Iceland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Iceland, Reykjavik, Iceland","institution_ids":["https://openalex.org/I165368041"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5047069445","display_name":"Sebasti\u00e1n Ferrando","orcid":"https://orcid.org/0000-0003-2854-7879"},"institutions":[{"id":"https://openalex.org/I530967","display_name":"Toronto Metropolitan University","ror":"https://ror.org/05g13zd79","country_code":"CA","type":"education","lineage":["https://openalex.org/I530967"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Sebastian E. Ferrando","raw_affiliation_strings":["Ryerson University","(Ryerson University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Ryerson University","institution_ids":["https://openalex.org/I530967"]},{"raw_affiliation_string":"(Ryerson University","institution_ids":["https://openalex.org/I530967"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5022247093"],"corresponding_institution_ids":["https://openalex.org/I165368041"],"apc_list":null,"apc_paid":null,"fwci":1.238,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.80111895,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":96},"biblio":{"volume":"35","issue":"1","first_page":"1","last_page":"16"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9900000095367432,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9900000095367432,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9900000095367432,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.987500011920929,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cholesky-decomposition","display_name":"Cholesky decomposition","score":0.6592378616333008},{"id":"https://openalex.org/keywords/rank","display_name":"Rank (graph theory)","score":0.6102978587150574},{"id":"https://openalex.org/keywords/missing-data","display_name":"Missing data","score":0.5727647542953491},{"id":"https://openalex.org/keywords/likelihood-function","display_name":"Likelihood function","score":0.552910566329956},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5336818099021912},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.46361881494522095},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.4595263600349426},{"id":"https://openalex.org/keywords/maximum-likelihood","display_name":"Maximum likelihood","score":0.43481680750846863},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.43435513973236084},{"id":"https://openalex.org/keywords/decomposition","display_name":"Decomposition","score":0.42415809631347656},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4018147885799408},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.30542880296707153},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.07960650324821472}],"concepts":[{"id":"https://openalex.org/C34727166","wikidata":"https://www.wikidata.org/wiki/Q515375","display_name":"Cholesky decomposition","level":3,"score":0.6592378616333008},{"id":"https://openalex.org/C164226766","wikidata":"https://www.wikidata.org/wiki/Q7293202","display_name":"Rank (graph theory)","level":2,"score":0.6102978587150574},{"id":"https://openalex.org/C9357733","wikidata":"https://www.wikidata.org/wiki/Q6878417","display_name":"Missing data","level":2,"score":0.5727647542953491},{"id":"https://openalex.org/C89106044","wikidata":"https://www.wikidata.org/wiki/Q45284","display_name":"Likelihood function","level":3,"score":0.552910566329956},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5336818099021912},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.46361881494522095},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.4595263600349426},{"id":"https://openalex.org/C49781872","wikidata":"https://www.wikidata.org/wiki/Q1045555","display_name":"Maximum likelihood","level":2,"score":0.43481680750846863},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.43435513973236084},{"id":"https://openalex.org/C124681953","wikidata":"https://www.wikidata.org/wiki/Q339062","display_name":"Decomposition","level":2,"score":0.42415809631347656},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4018147885799408},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.30542880296707153},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.07960650324821472},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C158693339","wikidata":"https://www.wikidata.org/wiki/Q190524","display_name":"Eigenvalues and eigenvectors","level":2,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1145/1377603.1377608","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1377603.1377608","pdf_url":null,"source":{"id":"https://openalex.org/S163326656","display_name":"ACM Transactions on Mathematical Software","issn_l":"0098-3500","issn":["0098-3500","1557-7295"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM Transactions on Mathematical Software","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.323.9529","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.323.9529","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"https://notendur.hi.is/~jonasson/greinar/varma-grein.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W143253868","https://openalex.org/W1972426955","https://openalex.org/W1972593352","https://openalex.org/W1979576253","https://openalex.org/W1984342072","https://openalex.org/W1988172936","https://openalex.org/W1988285785","https://openalex.org/W2000139946","https://openalex.org/W2001150980","https://openalex.org/W2025032762","https://openalex.org/W2033460334","https://openalex.org/W2035058572","https://openalex.org/W2060126343","https://openalex.org/W2078394884","https://openalex.org/W2116999064","https://openalex.org/W2140971281","https://openalex.org/W2163541182","https://openalex.org/W2165002908","https://openalex.org/W2172101055","https://openalex.org/W2186983118","https://openalex.org/W2792127781","https://openalex.org/W2798909945","https://openalex.org/W3121246722","https://openalex.org/W6749895947","https://openalex.org/W6750968397"],"related_works":["https://openalex.org/W2013921918","https://openalex.org/W2019724159","https://openalex.org/W4280508323","https://openalex.org/W2371672232","https://openalex.org/W3151346708","https://openalex.org/W2088686292","https://openalex.org/W2540019423","https://openalex.org/W2103185490","https://openalex.org/W2149766606","https://openalex.org/W1040520765"],"abstract_inverted_index":{"A":[0,66],"detailed":[1],"description":[2],"of":[3,11,22,59,71,80],"an":[4],"algorithm":[5,82],"for":[6,15,37,48,56],"the":[7,12,19,33,43,57,69,81],"evaluation":[8,41],"and":[9,42,54,62],"differentiation":[10],"likelihood":[13],"function":[14],"VARMA":[16,40],"processes":[17,51],"in":[18,84],"general":[20],"case":[21],"missing":[23,60],"values":[24,61],"is":[25,29,52,76,83],"presented.":[26],"The":[27],"method":[28,36],"based":[30],"on":[31,68],"combining":[32],"Cholesky":[34],"decomposition":[35],"complete":[38],"data":[39],"Sherman-Morrison-Woodbury":[44],"formula.":[45],"Potential":[46],"saving":[47],"pure":[49],"VAR":[50],"discussed":[53],"formulae":[55],"estimation":[58],"shocks":[63],"are":[64],"provided.":[65],"theorem":[67],"determinant":[70],"a":[72,85],"low":[73],"rank":[74],"update":[75],"proved.":[77],"Matlab":[78],"implementation":[79],"companion":[86],"article.":[87]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":2}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}