Robust multiple time series modelling

Li, W. K., Hui, Y. V. . Biometrika 1989. 76 :309-315

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Bibtex

@article{CIS-85725,
  Author = {Li, W. K. and Hui, Y. V.},
  Title = {Robust multiple time series modelling},
  Journal = {Biometrika},
  Volume = {76},
  Year = {1989},
  Pages = {309--315},
  Keywords = {Autoregression, Portmanteau statistic, Residual autocovariance}
}

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