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scientific article; zbMATH DE number 1218760
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scientific article; zbMATH DE number 1218760

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    DOI
    10.2307/2670127
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    author
    Hong Li
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    Ruey S. Tsay
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    publication date
    28 November 1999
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    zbMATH DE Number
    1218760
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    zbMATH Keywords
    echelon form
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    Gibbs sampling
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    Hankel matrix
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    Kronecker index
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    Metropolis algorithm
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    model specification
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    vector autoregressive moving average model
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