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A comparison of estimation methods for vector linear time series models

BiometrikaPublished 1 January 1977
D. F. Nicholls
Citations13
SJR quartileQ1
SJR score3.60
SNIP2.67

Abstract

Journal Article A comparison of estimation methods for vector linear time series models Get access D. F. NICHOLLS D. F. NICHOLLS Department of Statistics, Australian Natioanl UniversityCanberra Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 64, Issue 1, April 1977, Pages 85–90, https://doi.org/10.1093/biomet/64.1.85 Published: 01 April 1977 Article history Received: 01 February 1976 Revision received: 01 September 1976 Published: 01 April 1977

Keywords

Computer ScienceMathematics