Mixed autoregressive-moving average multivariate processes with time- dependent coefficients
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Publication:1252691
DOI10.1016/0047-259X(78)90034-9zbMath0394.62067OpenAlexW2035444983MaRDI QIDQ1252691
Publication date: 1978
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(78)90034-9
Difference EquationsTime SeriesMixed Autoregressive Moving Average Multivariate ProcessesStochastic Equations
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