## Abstract The PeΓ±aβBox model is considered for finding the timeβeffect factors of a multiple time series. This paper first establishes the connection between the PeΓ±aβBox model and the vector ARMA model. According to the PeΓ±aβBox model, some series can be ignored while modelling the vector ARMA m
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The information matrices of the parameters of multiple mixed time series
β Scribed by H.Joseph Newton
- Publisher
- Elsevier Science
- Year
- 1978
- Tongue
- English
- Weight
- 322 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0047-259X
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