A generalized least squares estimation method for invertible vector moving average models
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- Sergio Koreisha & Tarmo Pukkila, 1989. "Fast Linear Estimation Methods For Vector Autoregressive Moving‐Average Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 10(4), pages 325-339, July.
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- D.S. Poskitt, "undated". "Specification of echelon form VARMA models," Statistic und Oekonometrie 9305, Humboldt Universitaet Berlin.
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- Boularouk, Y. & Djeddour, K., 2015. "New approximation for ARMA parameters estimate," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 118(C), pages 116-122.
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