Estimation of vector ARMAX models
- 1 September 1980
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 10 (3) , 275-295
- https://doi.org/10.1016/0047-259x(80)90050-0
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
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- Vector linear time series modelsAdvances in Applied Probability, 1976
- Minimal Bases of Rational Vector Spaces, with Applications to Multivariable Linear SystemsSIAM Journal on Control, 1975
- The asymptotic theory of linear time-series modelsJournal of Applied Probability, 1973
- The Identification Problem for Multiple Equation Systems with Moving Average ErrorsEconometrica, 1971