Multivariate time series analysis

DOI10.1016/0047-259X(73)90029-8zbMATH Open0273.62049MaRDI QIDQ2264530FDOQ2264530

Authors: E. J. Hannan 

Publication date: 1973

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Title not available (Why is that?)
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• Central limit theorems for time series regression
• Title not available (Why is that?)
• Non-linear time series regression
• Title not available (Why is that?)
• The estimation of frequency
• On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance
• The uniform convergence of autocovariances
• Parameter Estimation for an $R$-Dimensional Plane Wave Observed with Additive Independent Gaussian Errors

Cited In (7)

• Estimation of impulse response functions using long autoregression
• Estimation of parameters for a linear difference equation with application to EEG analysis
• Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation
• Complete convergence for moving average process generated by extended negatively dependent random variables under sub-linear expectations
• Effects of misspecification of lag structure in certain two-variable distributed lag models
• Title not available (Why is that?)
• Fitting time series models to nonstationary processes

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