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. https://doi.org/10.1016/0047-259X%2880%2990050-0

Full text not available from this repository.

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:	19 Sep 2024 08:53
DOI:	10.1016/0047-259X(80)90050-0
ISSN:	0047259X
URI:	https://irihs.ihs.ac.at/id/eprint/5355

Actions (login required)

View Item