On the fitting of multivariate processes of the autoregressive-moving average type

DOI10.1093/BIOMET/65.1.99zbMATH Open0376.62060OpenAlexW1996751520MaRDI QIDQ4153494FDOQ4153494

Authors: Pham Dinh Tuan 

Publication date: 1978

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/65.1.99

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (5)

• A NOTE ON ARMA ESTIMATION
• Model specification and selection for multivariate time series
• EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES
• Factorizing multivariate time series operators
• State space modeling of time series: A review essay

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