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

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.

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