A comparison of estimation methods for vector linear time series models

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Multiple time series

1970 • 1,885 citations

Maximum likelihood identification of Gaussian autoregressive moving average models

1973 • 1,183 citations

The Estimation of Parameters in Multivariate Time Series Models

1973 • 127 citations

The estimation of mixed moving average autoregressive systems

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The efficient estimation of vector linear time series models

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