Estimation for vector linear time series models

DOI10.1017/S000497270002311XzbMath0328.62060OpenAlexW2008028427MaRDI QIDQ4094277

William T. M. Dunsmuir

Publication date: 1977

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s000497270002311x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Limit theorems in probability theory (60F99)

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