Algorithm AS 242: The Exact Likelihood of a Vector Autoregressive Moving Average Model
B. L. Shea · Journal of the Royal Statistical Society Series C (Applied Statistics) · 1989
B. L. Shea, Algorithm AS 242: The Exact Likelihood of a Vector Autoregressive Moving Average Model, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 38, No. 1 (1989), pp. 161-184