Vector linear time series models: corrections and extensions

DOI10.2307/1426940zbMath0385.62072OpenAlexW2316771201MaRDI QIDQ4166099

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

Publication date: 1978

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

Full work available at URL: https://doi.org/10.2307/1426940

Mathematics Subject Classification ID

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

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