A fast estimation method for the Vector autoregressive moving average model with exogenous variables

Henrik Spliid

    Research output: Contribution to journalJournal articleResearchpeer-review

    Original languageEnglish
    JournalJournal of the American Statistical Association
    Volume78
    Issue number384
    Pages (from-to)843-849
    Publication statusPublished - 1983

    Cite this