Mixed autoregressive-moving average multivariate processes with time-dependent coefficients-Reference-Cited by-同舟云学术

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Mixed autoregressive-moving average multivariate processes with time-dependent coefficients

Published:1978-12 Issue:4 Volume:8 Page:567-572
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Hallin Marc

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference3 articles.

1. Indéterminabilité pure et inversibilité des processus autorégressifs—moyenne mobile à coefficients dépendant du temps;Hallin;Cahiers Centre Études Recherche Opér.,1977

2. A note on stochastic difference equations;Miller;Ann. Math. Statist.,1968

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