Vector linear time series models: corrections and extensions

Deistler, Manfred; Dunsmuir, W. and Hannan, E.J. (1978) Vector linear time series models: corrections and extensions. Advances in Applied Probability, 10 (2), pp. 360-372. https://doi.org/10.2307/1426940

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Abstract

In this paper some theorems of Dunsmuir and Hannan [2] are corrected. The topological structure of spaces of (likelihood) equivalence classes of arma structures is more closely investigated and its relation to the statistical problem is elucidated. The formulation is also made more general.

Item Type: Article in Academic Journal
Date Deposited: 15 Jun 2020 10:41
Last Modified: 19 Sep 2024 08:53
DOI: 10.2307/1426940
ISSN: 0001-8678
URI: https://irihs.ihs.ac.at/id/eprint/5360

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