Yap, Sook Fwe; Reinsel, Gregory C. Estimation and testing for unit roots in a partially nonstationary vector autoregressive moving average model. (English) Zbl 0818.62079 J. Am. Stat. Assoc. 90, No. 429, 253-267 (1995). MSC: 62M10 62H12 62H15 62E20 PDFBibTeX XMLCite \textit{S. F. Yap} and \textit{G. C. Reinsel}, J. Am. Stat. Assoc. 90, No. 429, 253--267 (1995; Zbl 0818.62079) Full Text: DOI
Ahn, Sung K.; Reinsel, Gregory C. Estimation of partially nonstationary vector autoregressive models with seasonal behavior. (English) Zbl 0808.62078 J. Econom. 62, No. 2, 317-350 (1994). MSC: 62M10 62P20 62M05 PDFBibTeX XMLCite \textit{S. K. Ahn} and \textit{G. C. Reinsel}, J. Econom. 62, No. 2, 317--350 (1994; Zbl 0808.62078) Full Text: DOI
Reinsel, Gregory C. Elements of multivariate time series analysis. (English) Zbl 0783.62072 Springer Series in Statistics. New York, NY: Springer-Verlag. xiv, 263 p. (1993). Reviewer: R.Mentz (S.M.de Tucuman) MSC: 62M10 62-01 62M20 PDFBibTeX XMLCite \textit{G. C. Reinsel}, Elements of multivariate time series analysis. New York, NY: Springer-Verlag (1993; Zbl 0783.62072)
Ahn, Sung K.; Reinsel, Gregory C. Estimation for partially nonstationary multivariate autoregressive models. (English) Zbl 0705.62081 J. Am. Stat. Assoc. 85, No. 411, 813-823 (1990). MSC: 62M10 PDFBibTeX XMLCite \textit{S. K. Ahn} and \textit{G. C. Reinsel}, J. Am. Stat. Assoc. 85, No. 411, 813--823 (1990; Zbl 0705.62081) Full Text: DOI