FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS

Recursive estimation of mixed autoregressive-moving average order

1982 • 491 citations

Vector linear time series models

1976 • 276 citations

Likelihood Function of Stationary Multiple Autoregressive Moving Average Models

1979 • 205 citations

The Estimation of Parameters in Multivariate Time Series Models

1973 • 127 citations

Parsimony and Its Importance in Time Series Forecasting

1981 • 54 citations

On the use of autoregressive order determination criteria in univariate white noise tests

1988 • 48 citations

On the use of autoregressive order determination criteria in multivariate white noise tests

1988 • 22 citations

Estimation of the Polynomial Matrices of Vector Moving Average Processes

1987 • 7 citations