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Inference problems for vector linear time series models

Published online by Cambridge University Press:  17 April 2009

D.F. Nicholls
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Abstract

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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