Multivariate contemporaneous ARMA model with hydrological applications
- 1 June 1987
- journal article
- research article
- Published by Springer Nature in Stochastic Environmental Research and Risk Assessment
- Vol. 1 (2) , 141-154
- https://doi.org/10.1007/bf01543810
Abstract
No abstract availableKeywords
This publication has 22 references indexed in Scilit:
- Contemporaneous bivariate time seriesBiometrika, 1987
- CONTEMPORANEOUS AUTOREGRESSIVE‐MOVING AVERAGE (CARMA) MODELING IN WATER RESOURCES1Jawra Journal of the American Water Resources Association, 1985
- An algorithm for the exact likelihood of a mixed autoregressive-moving average processBiometrika, 1979
- Identification of Dynamic Regression (Distributed Lag) Models Connecting Two Time SeriesJournal of the American Statistical Association, 1977
- Vector linear time series modelsAdvances in Applied Probability, 1976
- Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation ApproachJournal of the American Statistical Association, 1976
- Theoretical StatisticsPublished by Springer Nature ,1974
- On the error of prediction of a time seriesBiometrika, 1972
- Investigating Causal Relations by Econometric Models and Cross-spectral MethodsEconometrica, 1969
- ON A FORMULA FOR THE PRODUCT-MOMENT COEFFICIENT OF ANY ORDER OF A NORMAL FREQUENCY DISTRIBUTION IN ANY NUMBER OF VARIABLESBiometrika, 1918