The efficient estimation of vector linear time series models
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Publication:4096289
DOI10.1093/biomet/63.2.381zbMath0331.62066OpenAlexW2025571091MaRDI QIDQ4096289
Publication date: 1976
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/63.2.381
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)
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