Vector linear time series models

DOI10.2307/1425908zbMath0327.62055OpenAlexW1968624811MaRDI QIDQ4092809

William T. M. Dunsmuir, E. J. Hannan

Publication date: 1976

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1425908

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15) Strong limit theorems (60F15)

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