ESTIMATION AND TESTING OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL (Q3034708): Difference between revisions

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+Francisco Javier Fernández
@@ Property / author: Francisco Javier Fernández / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1111/j.1467-9892.1990.tb00044.x
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+W2157521613
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@@ Property / cites work @@
+Q3993534
@@ Property / cites work: Q3993534 / rank @@
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@@ Property / cites work @@
+Distribution of Residual Autocorrelations in Multiple Autoregressive Schemes
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+A central limit theorem for parameter estimation in stationary vector time series and its application to models for a signal observed with noise
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+Vector linear time series models
@@ Property / cites work: Vector linear time series models / rank @@
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+The estimation of mixed moving average autoregressive systems
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+The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling
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+The efficient estimation of vector linear time series models
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+The construction and estimation of continuous time models and discrete approximations in econometrics
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+Alternative models for stationary stochastic processes
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+Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle
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