Linear transformations of vector ARMA processes-Reference-Cited by-同舟云学术

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Linear transformations of vector ARMA processes

Published:1984-12 Issue:3 Volume:26 Page:283-293
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Lütkepohl Helmut

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference18 articles.

1. Moving average processes;Anderson;The Statistician,1975

2. On a lemma associated with Box, Jenkins and Granger;Anderson;Journal of Econometrics,1975

3. Concerning one of T.W. Anderson's theorems: A correction to ‘Forecasting aggregates of independent ARIMA processes’ by Rose;Anderson;Metron,1978

4. The statistical analysis of time series;Anderson,1971

5. On the structure of moving average processes;Ansley;Journal of Econometrics,1977

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