The Estimation of Parameters in Multivariate Time Series Models
- 1 September 1973
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 35 (1) , 76-85
- https://doi.org/10.1111/j.2517-6161.1973.tb00938.x
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- Multiple Time SeriesWiley Series in Probability and Statistics, 1970
- An Algorithm for Least-Squares Estimation of Nonlinear ParametersJournal of the Society for Industrial and Applied Mathematics, 1963