The information matrices of the parameters of multiple mixed time series Academic Article

abstract

• Closed form matrix equations are given for the information matrix of the parameters of the vector mixed autoregressive moving average time series model. 1978.

authors

• Newton, H. Joseph

published proceedings

• Journal of Multivariate Analysis

author list (cited authors)

• Newton, H. J.

citation count

• 19

complete list of authors

• Newton, H Joseph

publication date

• January 1978

publisher

• Elsevier  Publisher

published in

• Journal of Multivariate Analysis  Journal

Digital Object Identifier (DOI)

• 10.1016/0047-259x(78)90082-9

start page

• 317

end page

• 323

volume

• 8

issue

• 2

URL

• http%3A%2F%2Fdx.doi.org%2F10.1016%2F0047-259x%2878%2990082-9