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The problems of evaluating and maximizing the exact likelihood function of vector ARMA models are considered separately. A new and efficient procedure far evaluating the exact likelihood function is presented. This method puts together a set of useful features which can only be found separately in currently available algoritluns. A procedure for maximizing the exact likeliliood function, which takes full advantage of the properties offered by the evaluation algorithm, is also considered,doi:10.2307/2291152 fatcat:rjj64nzewjdftj5jgz7rg35m4m