The information matrices of the parameters of multiple mixed time series
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Publication:1249405
DOI10.1016/0047-259X(78)90082-9zbMath0385.62069MaRDI QIDQ1249405
Publication date: 1978
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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Cites Work
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- Vector linear time series models
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