Dunsmuir, W.; Hannan, E. J. Vector linear time series models. (English) Zbl 0327.62055 Adv. Appl. Probab. 8, 339-364 (1976). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 3 ReviewsCited in 90 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62M15 Inference from stochastic processes and spectral analysis 62E20 Asymptotic distribution theory in statistics 60F05 Central limit and other weak theorems 60F15 Strong limit theorems PDFBibTeX XMLCite \textit{W. Dunsmuir} and \textit{E. J. Hannan}, Adv. Appl. Probab. 8, 339--364 (1976; Zbl 0327.62055) Full Text: DOI