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Tiao, G. C.; Box, G. E. P.

Modeling multiple time series with applications. (English) Zbl 0483.62074

J. Am. Stat. Assoc. 76, 802-816 (1981).
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scan of Zbl 0483.62074

Cited in 3 Reviews
Cited in 92 Documents

MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
93E12 Identification in stochastic control theory

Keywords:

estimation; diagnostic checking; vector autoregressive moving average models; cross-correlations; partial autoregression; intervention analysis; transfer function
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