Modeling Multiple Times Series with Applications
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Publication:3942260
DOI10.2307/2287575zbMath0483.62074OpenAlexW4239120131MaRDI QIDQ3942260
Publication date: 1981
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2287575
estimationtransfer functiondiagnostic checkingcross-correlationsvector autoregressive moving average modelsintervention analysispartial autoregression
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)
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