A NOTE ON ARMA PARAMETERISATION*

DOI10.1111/J.1467-842X.1995.TB00876.XzbMath0831.62066MaRDI QIDQ4851478

E. J. Hannan, Laimonis Kavalieris

Publication date: 14 November 1995

Published in: Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

vector time seriesechelon formKronecker indexMcMillan degreeARMA parameterisations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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