Vector linear time series models
Data up to Jan 2025
Total Citations Per Year
Abstract
References (25)
Toeplitz Forms and Their Applications
1958 • 1,937 citations
Multiple time series
1970 • 1,885 citations
Multiple Time Series
1970 • 1,283 citations
Toeplitz Forms and Their Applications.
1958 • 1,115 citations
Minimal Bases of Rational Vector Spaces, with Applications to Multivariable Linear Systems
1975 • 747 citations
Canonical Correlation Analysis of Time Series and the Use of an Information Criterion
1976 • 653 citations
An exponential model for the spectrum of a scalar time series
1973 • 582 citations
Introduction to differentiable manifolds
1963 • 579 citations
The Theory of Matrices
1933 • 431 citations
The asymptotic theory of linear time-series models
1973 • 414 citations
Hypothesis Testing in Time Series Analysis.
1951 • 356 citations
The Lindeberg-Lévy theorem for martingales
1961 • 301 citations
The Identification Problem for Multiple Equation Systems with Moving Average Errors
1971 • 194 citations
Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series
1964 • 190 citations
Hypothesis testing in time series analysis
1954 • 175 citations
The identification of vector mixed autoregressive-moving average system
1969 • 161 citations
On Limit Theorems for Quadratic Functions of Discrete Time Series
1972 • 134 citations
On Limit Theorems for Quadratic Functions of Discrete Time Series
2010 • 134 citations
The Estimation of Parameters in Multivariate Time Series Models
1973 • 127 citations
Introduction to Differentiable Manifolds.
1964 • 108 citations
The Identification of Vector Mixed Autoregressive-Moving Average Systems
1969 • 80 citations
DIFFERENTIABLE MANIFOLDS
1972 • 77 citations
The Estimation of Arma Models
1975 • 49 citations
The asymptotic theory of linear time-series models
1973 • 46 citations
Structure and realization problems in the theory of dynamical systems
1975 • 22 citations