Inference problems for vector linear time series models

DOI10.1017/S0004972700045330MaRDI QIDQ5649870zbMATH OpenFDO

Authors D. F. Nicholls

Publication date 1972

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0004972700045330

Mathematics Subject Classification ID

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

Cites work

• The estimation of mixed moving average autoregressive systems

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