Vector autoregressive moving average models

Scherrer, Wolfgang and Deistler, Manfred (2019) Vector autoregressive moving average models. In: Handbook of Statistics. Elsevier. (Published before print)

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Item Type: Book Contribution
Keywords: Vector autoregressive moving average process, State space model, Identifiability, Parameter estimation, Model selection
Research Units: IHS general publications
Status: Published before print
Date Deposited: 23 May 2019 12:10
Last Modified: 23 May 2019 12:10
URI: https://irihs.ihs.ac.at/id/eprint/5056

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