The Estimation of Multivariate Models

  • Des F. Nicholls
  • Barry G. Quinn
Part of the Lecture Notes in Statistics book series (LNS, volume 11)


From the point of view of estimation, to date we have only considered scalar RCA models. In this chapter we shall give a brief theoretical discussion of the estimation of multivariate RCA models. While the least squares estimation procedure of chapter 3 will be seen to extend readily to the multivariate situation, the extension of the maximum likelihood procedure is not as straightforward.


Random Vector Asymptotic Property Ergodic Theorem Maximum Likelihood Procedure Maximum Likelihood Estimation Procedure 
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Copyright information

© Springer-Verlag New York Inc. 1982

Authors and Affiliations

  • Des F. Nicholls
    • 1
  • Barry G. Quinn
    • 2
  1. 1.Australian National UniversityCanberraAustralia
  2. 2.University of WollongongWollongongAustralia

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