On the sufficient statistics for multivariate ARMA models: approximate approach
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Publication:840970
DOI10.1007/S00362-007-0077-0zbMATH Open1309.62020OpenAlexW2009573173MaRDI QIDQ840970FDOQ840970
Authors: A. R. Nematollahi, Mahmood Kharrati-Kopaei, Z. Shishebor 
Publication date: 14 September 2009
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-007-0077-0
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Cites Work
- Title not available (Why is that?)
- Foundations of time series analysis and prediction theory
- Further results on asymptotic normality. I
- The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions
- Sufficient statistics for arma models with some fixed parameters
- SUFFICIENT STATISTICS FOR STATIONARY DISCRETE‐TIME GAUSSIAN RANDOM PROCESSES
- Second-order sufficiency and statistical invariants
- Title not available (Why is that?)
- On the Sufficient Statistics for Stationary Gaussian Random Processes
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