Estimation of the Coefficients in a Multidimensional Distributed Lag Model

DOI10.2307/1912789zbMath0213.20904OpenAlexW1996955002MaRDI QIDQ5615176

Grace Wahba

Publication date: 1969

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d1337a6335617906918d83a1f9273a19f93f5ada

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

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