Estimation of vector ARMAX models

  • E.J. Hannan, W.T.M. Dunsmuir, M. Deistler
  • Journal of Multivariate Analysis, September 1980, Elsevier
  • DOI: 10.1016/0047-259x(80)90050-0

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http://dx.doi.org/10.1016/0047-259x(80)90050-0