A note on autoregressive-moving average identification

The Statistical Theory of Linear Systems

1990 • 795 citations

Canonical Correlation Analysis of Time Series and the Use of an Information Criterion

1976 • 653 citations

The Identification Problem for Multiple Equation Systems with Moving Average Errors

1971 • 194 citations

The identification of vector mixed autoregressive-moving average system

1969 • 161 citations

Vector linear time series models: corrections and extensions

1978 • 92 citations

The Estimation of Arma Models

1975 • 49 citations

On the fitting of multivariate processes of the autoregressive-moving average type

1978 • 19 citations