Estimation of the Coefficients in a Multidimensional Distributed Lag Model

DOI10.2307/1912789MaRDI QIDQ5615176zbMATH OpenOpenAlexFDO

Authors Grace Wahba

Publication date 1969

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/d1337a6335617906918d83a1f9273a19f93f5ada

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(2)

• TRANSFER FUNCTION MODEL ORDER AND PARAMETER ESTIMATION
• Finite-parameter approximations to frequency response function

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