Estimation of vector ARMAX models

Hannan, E.J.; Dunsmuir, W.T.M. and Deistler, Manfred (1980) Estimation of vector ARMAX models. Journal of Multivariate Analysis, 10 (3), pp. 275-295.

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Item Type: Article in Academic Journal
Keywords: ARMAX systems; strong law; central limit theorem; martingale Kronecker invariants; dynamical indices; McMillan degree; analytic manifold
Date Deposited: 04 Jun 2020 07:22
Last Modified: 13 Dec 2022 10:54
DOI: 10.1016/0047-259X(80)90050-0
ISSN: 0047259X

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