A Fast Estimation Method for the Vector Autoregressive Moving Average Model With Exogenous Variables
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Publication:3670515
DOI10.2307/2288194zbMath0521.65100OpenAlexW4232594969MaRDI QIDQ3670515
Publication date: 1983
Full work available at URL: https://doi.org/10.2307/2288194
linear regressiondynamic systemsdistributed lag modelsfast estimationlarge multivariate time seriesvector ARMAX models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)
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