Hannan, E. J.; Dunsmuir, W. T. M.; Deistler, M. - In: Journal of Multivariate Analysis 10 (1980) 3, pp. 275-295
The asymptotic properties of maximum likelihood estimates of a vector ARMAX system are considered under general conditions, relating to the nature of the exogenous variables and the innovation sequence and to the form of the parameterization of the rational transfer functions, from exogenous...