A fast estimation method for the Vector autoregressive moving average model with exogenous variables |
Henrik Spliid
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| Type | Journal paper [With referee] |
| Journal | Journal of the American Statistical Association |
| Year | 1983 Vol. 78 No. 384 pp. 843-849 |
| BibTeX data | [bibtex] |
| IMM Group(s) | Mathematical Statistics |