Vector linear time series models: corrections and extensions
- 1 June 1978
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 10 (2), 360-372
- https://doi.org/10.2307/1426940
Abstract
In this paper some theorems of Dunsmuir and Hannan [2] are corrected. The topological structure of spaces of (likelihood) equivalence classes of arma structures is more closely investigated and its relation to the statistical problem is elucidated. The formulation is also made more general.Keywords
This publication has 5 references indexed in Scilit:
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