Hostname: page-component-76fb5796d-x4r87 Total loading time: 0 Render date: 2024-04-27T18:57:32.140Z Has data issue: false hasContentIssue false
  • English
  • Français

Inference problems for vector linear time series models

Published online by Cambridge University Press:  17 April 2009

D.F. Nicholls
Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Abstracts of Australasian Ph.D. theses
Information
Bulletin of the Australian Mathematical Society , Volume 7 , Issue 3 , December 1972 , pp. 451 - 452
Copyright
Copyright © Australian Mathematical Society 1972

References

[1]Durbin, J., “Efficient fitting of linear models for continuous stationary time series from discrete data”, Bull. Inst. Internat. Statist. 38 (1961), 273–282.Google Scholar
[2]Hannan, E.J., “The estimation of mixed moving average autoregressive systems”, Biometrika 56 (1969), 579–593.CrossRefGoogle Scholar