The Estimation of Mixed Regression, Autoregression, Moving Average, and Distributed Lag Models

DOI10.2307/1913183zbMath0251.62058OpenAlexW2130254690MaRDI QIDQ5664711

D. F. Nicholls, E. J. Hannan

Publication date: 1972

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d02/d0291.pdf

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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