Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model

Reduced-rank regression for the multivariate linear model

1975 • 570 citations

The Multivariate Portmanteau Statistic

1980 • 473 citations

An Introduction to Multivariate Statistics.

1980 • 414 citations

Distribution of the Residual Autocorrelations in Multivariate Arma Time Series Models

1981 • 294 citations

Reduced rank models for multiple time series

1986 • 172 citations

On the Distribution of Residual Autocorrelations in Box–Jenkins Models

1978 • 160 citations

Equivalent Forms of the Multivariate Portmanteau Statistic

1981 • 89 citations

Some results on multivariate autoregressive index models

1983 • 83 citations

Properties of Predictors in Misspecified Autoregressive Time Series Models

1985 • 78 citations

Generalized canonical analysis for time series

1973 • 63 citations

Predictions of multivariate autoregressive-moving average models

1981 • 58 citations

Distribution of the Residual Cross-Correlation in Univariate ARMA Time Series Models

1979 • 43 citations

Diagnostic Tests for Multiple Time Series Models

1982 • 42 citations

Asymptotic Properties of Prediction Errors for the Multivariate Autoregressive Model Using Estimated Parameters

1980 • 41 citations

Distribution of residual autocorrelations in multivariate autoregressive index models

1985 • 5 citations