Multivariate Linear Time Series Models. Hannan, E. J. & Kavalieris, L. Advances in Applied Probability, 16(3):492–561, September, 1984. Paper doi bibtex @Article{Hannan:1984:MLT,
author = "E. J. Hannan and L. Kavalieris",
title = "Multivariate Linear Time Series Models",
journal = j-ADV-APPL-PROB,
volume = "16",
number = "3",
pages = "492--561",
month = sep,
year = "1984",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.2307/1427286",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Sat May 3 07:41:41 MDT 2014",
bibsource = "http://www.jstor.org/stable/i262263;
http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "http://www.jstor.org/stable/1427286",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "http://www.jstor.org/journals/00018678.html",
}
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