A comparison of estimation methods for vector linear time series models

DOI10.1093/BIOMET/64.1.85MaRDI QIDQ4125614zbMATH OpenOpenAlexFDO

Authors D. F. Nicholls

Publication date 1977

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/64.1.85

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(3)

• Local and global identification and strong consistency in time series models
• SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS
• Vector moving average models: a review

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