Adaptive Estimation in Multiple Time Series With Independent Component Errors

Tata Subba Rao, Granville Tunnicliffe Wilson, P. M. Robinson and Luke Taylor

Journal of Time Series Analysis, 2017, vol. 38, issue 2, 191-203

Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1111/jtsa.12212 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Adaptive estimation in multiple time series with independent component errors (2017)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:38:y:2017:i:2:p:191-203

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0143-9782

Access Statistics for this article

Journal of Time Series Analysis is currently edited by M.B. Priestley

More articles in Journal of Time Series Analysis from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().