Multiple Time Series Modeling and Extended Sample Cross-Correlations.
| Year of publication: |
1983
|
|---|---|
| Authors: | Tiao, George C ; Tsay, Ruey S |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 1.1983, 1, p. 43-56
|
| Publisher: |
American Statistical Association |