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Accession Number:
ADA056338
Title:
The Information Matrices of the Parameters of Multiple Mixed Times Series.
Descriptive Note:
Technical rept.,
Corporate Author:
STATE UNIV OF NEW YORK AT BUFFALO AMHERST STATISTICAL SCIENCE DIV
Report Date:
1977-06-01
Pagination or Media Count:
22.0
Abstract:
Closed form matrix equations are given for the information matrix of the parameters of the vector mixed autoregressive moving average time series model. Author
Distribution Statement:
APPROVED FOR PUBLIC RELEASE