Author:
Ursu Eugen,Duchesne Pierre
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference33 articles.
1. Distributions for residual autocovariance in multivariate autoregressive models with structured parametrization;Ahn;Biometrika,1988
2. A new look at the statistical model identification;Akaike;IEEE Transactions on Automatic Control,1974
3. Large sample properties of parameter estimates for periodic ARMA models;Basawa;Journal of Time Series Analysis,2001
4. Time Series: Theory and Methods
5. On the asymptotic distribution of residual autocovariances in VARX models with applications;Duchesne;Test,2005
Cited by
23 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献