@TECHREPORT\{IMM1986-06440,
    author       = "H. Spliid",
    title        = "{MARIMA} - Estimation of multivariate time series models. User guide for a computer program",
    year         = "1986",
    pages        = "76",
    number       = "",
    series       = "Research report 17/86",
    institution  = "Technical University of Denmark, The Institute of Mathematical Statistics and Operations Research",
    address      = "Asmussens Alle, Building 321, {DK-}2800 Kgs. Lyngby, Denmark",
    type         = "",
    url          = "http://www2.compute.dtu.dk/pubdb/pubs/6440-full.html",
    abstract     = "This program uses a fast algorithm of {''}pseudo-regression{''} type to estimate time - discrete models that can be formulated as Multivariate mixed AutoRegressive Integrated Moving Average models, from where the name {MARIMA} stems."
}