Ruey S. Tsay

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All published works

Action	Title	Year	Authors
+	Vector <scp>AutoRegressive</scp> Moving Average Models: A Review	2025	Marie‐Christine Düker David S. Matteson Ruey S. Tsay Ines Wilms
+ PDF Chat	Modeling High-Dimensional Dependent Data in the Presence of Many Explanatory Variables and Weak Signals	2024	Zhaoxing Gao Ruey S. Tsay
+ PDF Chat	Temporal Wasserstein Imputation: Versatile Missing Data Imputation for Time Series	2024	Shuo-Chieh Huang Tengyuan Liang Ruey S. Tsay
+ PDF Chat	Improving Estimation of Portfolio Risk Using New Statistical Factors	2024	Xialu Liu John B. Guerard Rong Chen Ruey S. Tsay
+	Time Series Forecasting with Many Predictors	2024	Shuo-Chieh Huang Ruey S. Tsay
+ PDF Chat	Vector AutoRegressive Moving Average Models: A Review	2024	Marie‐Christine Düker David S. Matteson Ruey S. Tsay Ines Wilms
+ PDF Chat	Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors	2024	Zhaoxing Gao Ruey S. Tsay
+	Time Series Forecasting with Many Predictors	2024	Shuo-Chieh Huang Ruey S. Tsay
+ PDF Chat	Time Series Forecasting with Many Predictors	2024	Shuo-Chieh Huang Ruey S. Tsay
+	Analysis of High-Frequency Seasonal Time Series	2024	Ruey S. Tsay
+ PDF Chat	Matrix‐Variate Time Series Analysis: A Brief Review and Some New Developments	2023	Ruey S. Tsay
+	Supervised kernel principal component analysis for forecasting	2023	Puyi Fang Zhaoxing Gao Ruey S. Tsay
+ PDF Chat	Testing for symmetric correlation matrices with applications to factor models	2023	Nan‐Jung Hsu Lai Heng Sim Ruey S. Tsay
+ PDF Chat	Rate-optimal robust estimation of high-dimensional vector autoregressive models	2023	Di Wang Ruey S. Tsay
+	Determination of the effective cointegration rank in high-dimensional time-series predictive regressions	2023	Puyi Fang Zhaoxing Gao Ruey S. Tsay
+	Scalable High-Dimensional Multivariate Linear Regression for Feature-Distributed Data	2023	Shuo-Chieh Huang Ruey S. Tsay
+	Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors	2023	Zhaoxing Gao Ruey S. Tsay
+	Denoising and Multilinear Dimension-Reduction of High-Dimensional Matrix-Variate Time Series via a Factor Model	2023	Zhaoxing Gao Ruey S. Tsay
+	High dimensional generalized linear models for temporal dependent data	2022	Yuefeng Han Ruey S. Tsay Wei Biao Wu
+ PDF Chat	Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data	2022	Zhaoxing Gao Ruey S. Tsay
+	High-Dimensional Vector Autoregression with Common Response and Predictor Factors	2022	Di Wang Xiaoyu Zhang Guodong Li Ruey S. Tsay
+	Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees	2022	You-Lin Chen Mladen Kolar Ruey S. Tsay
+	Parsimony inducing priors for large scale state–space models	2021	Hedibert F. Lopes Robert E. McCulloch Ruey S. Tsay
+ PDF Chat	A Two-Way Transformed Factor Model for Matrix-Variate Time Series	2021	Zhaoxing Gao Ruey S. Tsay
+	Robust Estimation of High-Dimensional Vector Autoregressive Models	2021	Di Wang Ruey S. Tsay
+	Matrix Autoregressive Spatio-Temporal Models	2021	Nan‐Jung Hsu Hsin‐Cheng Huang Ruey S. Tsay
+	FORECASTING WITH BIG DEPENDENT DATA	2021	Daniel Peña Ruey S. Tsay
+	Handling Heterogeneity in Many Time Series	2021	Daniel Peña Ruey S. Tsay
+ PDF Chat	Index	2021	Daniel Peña Ruey S. Tsay
+	Introduction to Big Dependent Data	2021	Daniel Peña Ruey S. Tsay
+	Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data	2021	Zhaoxing Gao Ruey S. Tsay
+	Rate-Optimal Robust Estimation of High-Dimensional Vector Autoregressive Models	2021	Di Wang Ruey S. Tsay
+	Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees	2021	You-Lin Chen Mladen Kolar Ruey S. Tsay
+	Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees	2021	You-Lin Chen Mladen Kolar Ruey S. Tsay
+ PDF Chat	Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues	2020	Zhaoxing Gao Ruey S. Tsay
+ PDF Chat	Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees	2020	You-Lin Chen Mladen Kolar Ruey S. Tsay
+ PDF Chat	Modeling high-dimensional unit-root time series	2020	Zhaoxing Gao Ruey S. Tsay
+	Modeling High-Dimensional Unit-Root Time Series	2020	Zhaoxing Gao Ruey S. Tsay
+	Introduction of the annals issue: Statistical learning for dependent data — A celebration of the 85th birthday of Professor George C. Tiao	2020	Rong Chen Ruey S. Tsay
+	A Two-Way Transformed Factor Model for Matrix-Variate Time Series	2020	Zhaoxing Gao Ruey S. Tsay
+	NTS: An R Package for Nonlinear Time Series Analysis	2020	Xialu Liu Rong Chen Ruey S. Tsay
+	Tensor Canonical Correlation Analysis with Convergence and Statistical Guarantees	2020	You-Lin Chen Mladen Kolar Ruey S. Tsay
+ PDF Chat	Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data	2019	Shiqing Ling Ruey S. Tsay Yaxing Yang
+	Tensor Canonical Correlation Analysis.	2019	You-Lin Chen Mladen Kolar Ruey S. Tsay
+	Comments on: Data science, big data and statistics	2019	Ruey S. Tsay
+ PDF Chat	A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data	2019	Zhaoxing Gao Ruey S. Tsay
+ PDF Chat	Constrained Factor Models for High-Dimensional Matrix-Variate Time Series	2019	Elynn Chen Ruey S. Tsay Rong Chen
+ PDF Chat	Spatio-Temporal Models with Space-Time Interaction and Their Applications to Air Pollution Data	2019	Soudeep Deb Ruey S. Tsay
+	Tensor Canonical Correlation Analysis with Convergence and Statistical Guarantees	2019	You-Lin Chen Mladen Kolar Ruey S. Tsay
+ PDF Chat	High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting	2018	Yuefeng Han Ruey S. Tsay
+	Structural-Factor Modeling of High-Dimensional Time Series: Another Look at Factor Models with Diverging Eigenvalues	2018	Zhaoxing Gao Ruey S. Tsay
+	A Structural-Factor Approach to Modeling High-Dimensional Time Series	2018	Zhaoxing Gao Ruey S. Tsay
+	A Structural-Factor Approach to Modeling High-Dimensional Time Series and Space-Time Data	2018	Zhaoxing Gao Ruey S. Tsay
+	High-dimensional Linear Regression for Dependent Observations with Application to Nowcasting	2017	Yuefeng Han Ruey S. Tsay
+	Modelling structured correlation matrices	2016	Ruey S. Tsay Mohsen Pourahmadi
+ PDF Chat	Independent Component Analysis via Distance Covariance	2016	David S. Matteson Ruey S. Tsay
+	Doubly Constrained Factor Models with Applications	2015	Henghsiu Tsai Ruey S. Tsay Edward M.H. Lin Ching-Wei Cheng
+	Rejoinder	2014	Yu‐Pin Hu Ruey S. Tsay
+	Forecasting Simultaneously High‐Dimensional Time Series: A Robust Model‐Based Clustering Approach	2013	Yongning Wang Ruey S. Tsay Johannes Ledolter Keshab Shrestha
+	Independent Component Analysis via Distance Covariance	2013	David S. Matteson Ruey S. Tsay
+	Independent Component Analysis via Distance Covariance	2013	David S. Matteson Ruey S. Tsay
+	Dynamic Orthogonal Components for Multivariate Time Series	2011	David S. Matteson Ruey S. Tsay
+ PDF Chat	Wiley Series in Probability and Statistics	2011	Samuel Wilks David J. Balding Noel Cressie Garrett M. Fitzmaurice Harvey Goldstein Iain M. Johnstone Geert Molenberghs David Scott Adrian A. Smith Ruey S. Tsay
+	Statistics in finance	2011	Ruey S. Tsay
+	Quantile regression models with factor‐augmented predictors and information criterion	2011	Tomohiro Ando Ruey S. Tsay
+ PDF Chat	Discussion of “Feature Matching in Time Series Modeling” by Y. Xia and H. Tong	2011	Kung‐Sik Chan Ruey S. Tsay
+ PDF Chat	Wiley Series in Probability and Statistics	2010	Antonella D' David J. Balding Noel Cressie Garrett M. Fitzmaurice Iain M. Johnstone Geert Molenberghs David Scott Adrian A. Smith Ruey S. Tsay Sanford Weisberg
+	Markov Chain Monte Carlo Methods with Applications	2010	Ruey S. Tsay
+	A Conversation with George C. Tiao	2010	Daniel Peña Ruey S. Tsay
+	Estimation of covariance matrix via the sparse Cholesky factor with lasso	2010	Changgee Chang Ruey S. Tsay
+	‘Model selection for generalized linear models with factor‐augmented predictors’	2009	Tomohiro Ando Ruey S. Tsay
+	Model selection for generalized linear models with factor-augmented predictors	2009	Tomohiro Ando Ruey S. Tsay
+ PDF Chat	Penalized Maximum Likelihood Boosting with Predictive Measures	2009	Ruey S. Tsay Tomohiro Ando
+	Variable Selection in Linear Regression With Many Predictors	2009	Airong Cai Ruey S. Tsay Rong Chen
+	A COMPLETE VARMA MODELLING METHODOLOGY BASED ON SCALAR COMPONENTS	2008	George Athanasopoulos Farshid Vahid George C. Tiao Ruey S. Tsay
+	Outlier Detection in Multivariate Time Series by Projection Pursuit	2006	Pedro Galeano Daniel Peña Ruey S. Tsay
+ PDF Chat	Multivariate volatility models	2006	Ruey S. Tsay
+	Conditional Heteroscedastic Models	2005	Ruey S. Tsay
+	A Simple Approach to Robust Regression	2005	Ruey S. Tsay
+	Outlier detection in multivariate time series via projection pursuit	2004	Ruey S. Tsay Daniel Peña Pedro Galeano
+	On Canonical Analysis of Vector Time Series	2004	Wanli Min Ruey S. Tsay
+	Forecasting with leading indicators revisited	2003	Ruey S. Tsay C. F. Jeff Wu
+	Linear Time Series Analysis and Its Applications	2002	Ruey S. Tsay
+	Statistics in Business and Social Science	2001	Mark W. Becker Andrew W. Lo Peter H. Rossi Greg M. Allenby Ruey S. Tsay Stephen E. Fienberg Michael Sobel Nathaniel Beck Adrian E. Raftery Michael Browne
+	DETECTION OF OUTLIER PATCHES IN AUTOREGRESSIVE TIME SERIES	2001	Ana Justel Daniel Peña Ruey S. Tsay
+	Indices óptimos para la detección de atípicos en series temporales multivariantes mediante projection pursuit	2001	Pedro Galeano San Miguel Daniel Peña Sánchez de Rivera Ruey S. Tsay
+ PDF Chat	Outliers in multivariate time series	2000	Ruey S. Tsay
+	Bayesian Time Series Analysis	2000	Ruey S. Tsay
+	Tests for multinormality with applications to time series	1999	Takeaki Kariya Ruey S. Tsay Nobuhike Terni Hong Li
+	Outliers in multivariate time series	1998	Alan Pankratz Daniel Peña Ruey S. Tsay
+	Limiting properties of the least squares estimator of a continuous threshold autoregressive model	1998	Kalok Chan Ruey S. Tsay
+	A Unified Approach to Identifying Multivariate Time Series Models	1998	Hong Li Ruey S. Tsay
+	A Unified Approach to Identifying Multivariate Time Series Models	1998	Hong Li Ruey S. Tsay
+ PDF Chat	Bayesian inference for periodic regime-switching models	1998	Éric Ghysels Robert E. McCulloch Ruey S. Tsay
+	Nonlinear transfer functions	1996	Rong Chen Ruey S. Tsay
+	Iterative Bandwidth Estimation for Nonparametric Regression with Long-range Dependent Errors	1996	Bonnie K. Ray Ruey S. Tsay
+	Making control charts more effective by time series analysis: three illustrative applications	1996	Harry V. Roberts Ruey S. Tsay
+	ASYMPTOTIC INFERENCE FOR NON‐INVERTIBLE MOVING‐AVERAGE TIME SERIES	1996	Ngai Hang Chan Ruey S. Tsay
+	Additivity Tests for Nonlinear Autoregression	1995	Rong Chen Jun S. Liu Ruey S. Tsay
+	Additivity tests for nonlinear autoregression	1995	Rong Chen Jun S. Liu Ruey S. Tsay
+	Bayesian Inference of Trend and Difference-Stationarity	1994	Robert E. McCulloch Ruey S. Tsay
+	BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER	1994	Robert E. McCulloch Ruey S. Tsay
+	Some advances in non‐linear and adaptive modelling in time‐series	1994	George C. Tiao Ruey S. Tsay
+	Usefulness of Linear Transformations in Multivariate Time-Series Analysis	1994	George C. Tiao Ruey S. Tsay Taychang Wang
+	Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series	1993	Robert E. McCulloch Ruey S. Tsay
+	Nonlinear Additive ARX Models	1993	Rong Chen Ruey S. Tsay
+	Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series	1993	Robert E. McCulloch Ruey S. Tsay
+ PDF Chat	Functional-Coefficient Autoregressive Models	1993	Rong Chen Ruey S. Tsay
+ PDF Chat	Functional-Coefficient Autoregressive Models	1993	Rong Chen Ruey S. Tsay
+	Model Checking via Parametric Bootstraps in Time Series Analysis	1992	Ruey S. Tsay
+ PDF Chat	On the Ergodicity of Tar(1) Processes	1991	Rong Chen Ruey S. Tsay
+ PDF Chat	Asymptotic Properties of Multivariate Nonstationary Processes with Applications to Autoregressions	1990	Ruey S. Tsay George C. Tiao
+	IDENTIFYING MULTIVARIATE TIME SERIES MODELS	1989	Ruey S. Tsay
+	Parsimonious Parameterization of Vector Autoregressive Moving Average Models	1989	Ruey S. Tsay
+	Testing and Modeling Threshold Autoregressive Processes	1989	Ruey S. Tsay
+	Outliers, level shifts, and variance changes in time series	1988	Ruey S. Tsay
+	Comment	1987	Ruey S. Tsay
+	Non-Gaussian State-Space Modeling of Nonstationary Time Series: Comment: Detecting and Modeling Changes in Time Series	1987	Ruey S. Tsay
+	Conditional Heteroscedastic Time Series Models	1987	Ruey S. Tsay
+	Nonlinearity Tests for Time Series	1986	Ruey S. Tsay
+	Time Series Model Specification in the Presence of Outliers	1986	Ruey S. Tsay
+	Behavior of sample means of nearly nonstationary time series	1986	Ruey S. Tsay
+	Model Identification in Dynamic Regression (Distributed Lag) Models	1985	Ruey S. Tsay
+	Model Identification in Dynamic Regression (Distributed Lag) Models	1985	Ruey S. Tsay
+ PDF Chat	Order Selection in Nonstationary Autoregressive Models	1984	Ruey S. Tsay
+	Regression Models with Time Series Errors	1984	Ruey S. Tsay
+	Regression Models with Time Series Errors	1984	Ruey S. Tsay
+ PDF Chat	Consistency Properties of Least Squares Estimates of Autoregressive Parameters in ARMA Models	1983	George C. Tiao Ruey S. Tsay
+	Multiple Time Series Modeling and Extended Sample Cross-Correlations	1983	George C. Tiao Ruey S. Tsay

Common Coauthors

Coauthor	Papers Together
Zhaoxing Gao	17
Daniel Peña	9
Rong Chen	8
You-Lin Chen	7
Mladen Kolar	7
George C. Tiao	6
Robert E. McCulloch	6
David S. Matteson	6
Shuo-Chieh Huang	5
Tomohiro Ando	4
Yuefeng Han	3
Puyi Fang	2
Sanford Weisberg	2
Nan‐Jung Hsu	2
Garrett M. Fitzmaurice	2
Xialu Liu	2
J Hunter	2
Jun S. Liu	2
Vic Barnett	2
Marie‐Christine Düker	2
Di Wang	2
Noel Cressie	2
Iain M. Johnstone	2
Adrian A. Smith	2
Geert Molenberghs	2
Pedro Galeano	2
David J. Balding	2
Joseph B. Kadane	2
David Scott	2
Ines Wilms	2
Theodore Eisenberg	1
Greg M. Allenby	1
Harvey Goldstein	1
Ngai Hang Chan	1
Johannes Ledolter	1
Ana Justel	1
Lai Heng Sim	1
Nobuhike Terni	1
Yu Xie	1
Hong Li	1
Hong Li	1
Guodong Li	1
Di Wang	1
Rong Chen	1
Rong Chen	1
Rong Chen	1
Rong Chen	1
Xiaoyu Zhang	1
C. F. Jeff Wu	1
Daniel Peña Sánchez de Rivera	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani	12
+	Factor modeling for high-dimensional time series: Inference for the number of factors	2012	Clifford Lam Qiwei Yao	11
+	Estimation of Time Series Parameters in the Presence of Outliers	1988	Ih Chang George C. Tiao Chung Chen	11
+	Outliers, level shifts, and variance changes in time series	1988	Ruey S. Tsay	11
+ PDF Chat	Estimation of latent factors for high-dimensional time series	2011	Clifford Lam Qiwei Yao Neil Bathia	11
+	Outliers in Time Series	1972	Alyson J. Fox	10
+ PDF Chat	Banded spatio-temporal autoregressions	2018	Zhaoxing Gao Yingying Ma Hansheng Wang Qiwei Yao	9
+ PDF Chat	Modelling multiple time series via common factors	2008	Jiazhu Pan Qiwei Yao	8
+ PDF Chat	Consistency Properties of Least Squares Estimates of Autoregressive Parameters in ARMA Models	1983	George C. Tiao Ruey S. Tsay	7
+	Regularized estimation in sparse high-dimensional time series models	2015	Sumanta Basu George Michailidis	7
+	Time Series Model Specification in the Presence of Outliers	1986	Ruey S. Tsay	7
+ PDF Chat	Testing for high-dimensional white noise using maximum cross-correlations	2016	Jinyuan Chang Qiwei Yao Wen Zhou	7
+ PDF Chat	Factor models for matrix-valued high-dimensional time series	2018	Dong Wang Xialu Liu Rong Chen	7
+ PDF Chat	Markov Chains for Exploring Posterior Distributions	1994	Luke Tierney	6
+	Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation	1991	Donald W. K. Andrews	6
+	Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images	1984	Stuart Geman Donald Geman	6
+	BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER	1994	Robert E. McCulloch Ruey S. Tsay	6
+ PDF Chat	Constrained Factor Models for High-Dimensional Matrix-Variate Time Series	2019	Elynn Chen Ruey S. Tsay Rong Chen	6
+	Estimation of Time Series Parameters in the Presence of Outliers	1988	Ih Chang George C. Tiao Chung Chen	6
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	6
+ PDF Chat	Model Selection and Estimation in Regression with Grouped Variables	2005	Ming Yuan Yi Lin	6
+ PDF Chat	Least angle regression	2004	Bradley Efron Trevor Hastie Iain M. Johnstone Robert Tibshirani	6
+ PDF Chat	The Adaptive Lasso and Its Oracle Properties	2006	Hui Zou	6
+	Multivariate Time Series Analysis	2014	G. C. Reinsel	5
+	Likelihood Function of Stationary Multiple Autoregressive Moving Average Models	1979	Steven C. Hillmer George C. Tiao	5
+ PDF Chat	A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data	2019	Zhaoxing Gao Ruey S. Tsay	5
+ PDF Chat	High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting	2018	Yuefeng Han Ruey S. Tsay	5
+	Performance bounds for parameter estimates of high-dimensional linear models with correlated errors	2016	Weibiao Wu Ying Wu	5
+ PDF Chat	Determining the Number of Factors from Empirical Distribution of Eigenvalues	2010	Alexei Onatski	5
+	Nonstationary dynamic factor analysis	2004	Daniel Peña Pilar Poncela	5
+	Sampling-Based Approaches to Calculating Marginal Densities	1990	Alan E. Gelfand A. F. M. Smith	5
+	Eigenvalue Ratio Test for the Number of Factors	2013	Seung C. Ahn Alex R. Horenstein	5
+ PDF Chat	High-dimensional and banded vector autoregressions	2016	Shaojun Guo Yazhen Wang Qiwei Yao	5
+	RELATIONS BETWEEN TWO SETS OF VARIATES	1936	Harold Hotelling	5
+ PDF Chat	Discovering graphical Granger causality using the truncating lasso penalty	2010	Ali Shojaie George Michailidis	4
+ PDF Chat	High dimensional stochastic regression with latent factors, endogeneity and nonlinearity	2015	Jinyuan Chang Bin Guo Qiwei Yao	4
+ PDF Chat	Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues	2020	Zhaoxing Gao Ruey S. Tsay	4
+ PDF Chat	Autoregressive models for matrix-valued time series	2020	Rong Chen Xiao Han Dan Yang	4
+	Variable Selection via Gibbs Sampling	1993	Edward I. George Robert E. McCulloch	4
+ PDF Chat	Outliers in multivariate time series	2000	Ruey S. Tsay	4
+ PDF Chat	Oracle inequalities for high dimensional vector autoregressions	2015	Anders Kock Laurent Callot	4
+ PDF Chat	The Dantzig selector: Statistical estimation when p is much larger than n	2007	Emmanuel J. Candès Terence Tao	4
+	Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties	2001	Jianqing Fan Runze Li	4
+	Sparse Vector Autoregressive Modeling	2012	Richard A. Davis Pengfei Zang Tian Zheng	4
+	Joint Estimation of Model Parameters and Outlier Effects in Time Series	1993	Chung Chen Lon‐Mu Liu	4
+	Illustration of Bayesian Inference in Normal Data Models Using Gibbs Sampling	1990	Alan E. Gelfand Susan E. Hills Amy Racine-Poon A. F. M. Smith	4
+	An Introduction to Multivariate Statistical Analysis	1986	Robb J. Muirhead T. W. Anderson	4
+ PDF Chat	Large Covariance Estimation by Thresholding Principal Orthogonal Complements	2013	Jianqing Fan Yuan Liao Martina Mincheva	4
+ PDF Chat	A Bernstein type inequality and moderate deviations for weakly dependent sequences	2010	Florence Merlevède Magda Peligrad Emmanuel Rio	4
+	IDENTIFYING MULTIVARIATE TIME SERIES MODELS	1982	David M. L. Cooper Eric F. Wood	4