On the fitting of multivariate processes of the autoregressive-moving average type
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Publication:4153494
DOI10.1093/biomet/65.1.99zbMath0376.62060OpenAlexW1996751520MaRDI QIDQ4153494
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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