MARIMA - Estimation of multivariate time series models. User guide for a computer program | Henrik Spliid
| | 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. | | Type | Technical report | | Year | 1986 pp. 76 | | Publisher | Technical University of Denmark, The Institute of Mathematical Statistics and Operations Research | | Address | Asmussens Alle, Building 321, DK-2800 Kgs. Lyngby, Denmark | | Series | Research report 17/86 | | Electronic version(s) | [pdf] | | BibTeX data | [bibtex] | | IMM Group(s) | Mathematical Statistics |
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