{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,3,30]],"date-time":"2022-03-30T03:17:28Z","timestamp":1648610248448},"reference-count":14,"publisher":"Elsevier BV","issue":"12","license":[{"start":{"date-parts":[[1994,12,1]],"date-time":"1994-12-01T00:00:00Z","timestamp":786240000000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Parallel Computing"],"published-print":{"date-parts":[[1994,12]]},"DOI":"10.1016\/0167-8191(94)90127-9","type":"journal-article","created":{"date-parts":[[2003,8,8]],"date-time":"2003-08-08T06:10:42Z","timestamp":1060323042000},"page":"1711-1720","source":"Crossref","is-referenced-by-count":4,"title":["Parallel implementation of a VARMAX algorithm"],"prefix":"10.1016","volume":"20","author":[{"given":"Ralf","family":"\u00d6stermark","sequence":"first","affiliation":[]},{"given":"Martin","family":"Saarinen","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/0167-8191(94)90127-9_BIB1","series-title":"2nd Int. Symp. on Information Theory","article-title":"Information theory and an extension of the maximum likelihood principle","author":"Akaike","year":"1973"},{"issue":"7","key":"10.1016\/0167-8191(94)90127-9_BIB2","doi-asserted-by":"crossref","first-page":"457","DOI":"10.1016\/0141-9331(90)90024-P","article-title":"Hathi-2 multiprocessor system","volume":"14","author":"Aspn\u00e4s","year":"1990","journal-title":"Microprocessors Microsyst."},{"key":"10.1016\/0167-8191(94)90127-9_BIB3","doi-asserted-by":"crossref","first-page":"335","DOI":"10.1080\/00207167808803150","article-title":"Fast methods for the iterative solution of linear elliptic and parabolic partial differential equations involving 2 space dimensions","volume":"6","author":"Evans","year":"1978","journal-title":"Int. J. Comput. Math."},{"key":"10.1016\/0167-8191(94)90127-9_BIB4","series-title":"Forecasting Economic Time Series","author":"Granger","year":"1986"},{"key":"10.1016\/0167-8191(94)90127-9_BIB5_1","doi-asserted-by":"crossref","first-page":"81","DOI":"10.1093\/biomet\/69.1.81","article-title":"Recursive estimation of mixed autoregressive moving average order","volume":"69","author":"Hannan","year":"1982","journal-title":"Biometrica"},{"key":"10.1016\/0167-8191(94)90127-9_BIB5_2","first-page":"303","article-title":"Recursive estimation of mixed autoregressive moving average order","volume":"70","author":"Hannan","year":"1983","journal-title":"Correction"},{"key":"10.1016\/0167-8191(94)90127-9_BIB6","series-title":"Third Finnish-Soviet Symp. on Probability Theory and Mathematical Statistics","article-title":"Modelling VARMAX-processes by extended sample autocorrelation and linear regression techniques","author":"H\u00f6glund","year":"1993"},{"key":"10.1016\/0167-8191(94)90127-9_BIB7","doi-asserted-by":"crossref","first-page":"591","DOI":"10.1016\/S0167-8191(05)80159-0","article-title":"The inversion of matrices by the double-bordering algorithm on MIMD computers","volume":"17","author":"Levin","year":"1991","journal-title":"Parallel Comput"},{"issue":"3","key":"10.1016\/0167-8191(94)90127-9_BIB8","doi-asserted-by":"crossref","first-page":"537","DOI":"10.1093\/biomet\/77.3.537","article-title":"The identification of ARMA models","volume":"77","author":"Pukkila","year":"1990","journal-title":"Biometrica"},{"key":"10.1016\/0167-8191(94)90127-9_BIB9","series-title":"Linear Regression Analysis","author":"Seber","year":"1977"},{"issue":"384","key":"10.1016\/0167-8191(94)90127-9_BIB10","doi-asserted-by":"crossref","first-page":"843","DOI":"10.2307\/2288194","article-title":"A fast estimation method for the vector auto-regressive moving average model with exogenous variables","volume":"78","author":"Spliid","year":"1983","journal-title":"J. Amer. Statistical Assoc."},{"key":"10.1016\/0167-8191(94)90127-9_BIB11","doi-asserted-by":"crossref","first-page":"84","DOI":"10.2307\/2288340","article-title":"Consistent estimates of autoregressive parameters and extended sample autocorrelation function for stationary and nonstationary ARMA-models","volume":"79","author":"Tsay","year":"1984","journal-title":"J. Amer. Statist. Assoc."},{"key":"10.1016\/0167-8191(94)90127-9_BIB12","series-title":"presented at IFAC Workshop on Economic Time Series Analysis and Systems Identification","article-title":"Time series evidence of impacts of the U.S. economy on the Scandinavian economy (by State Space Modelling), \u00c5bo Akademi University, Ser. A:372, 1992","author":"\u00d6stermark","year":"1992"},{"key":"10.1016\/0167-8191(94)90127-9_BIB13","unstructured":"R. \u00d6stermark and H. Hernesniemi, The impact of information timeliness on the predictability of stock index and stock index future returns, an application of vector models, forthcoming in Eur. J. Operat. Res."}],"container-title":["Parallel Computing"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:0167819194901279?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:0167819194901279?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2019,3,15]],"date-time":"2019-03-15T01:27:57Z","timestamp":1552613277000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/0167819194901279"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1994,12]]},"references-count":14,"journal-issue":{"issue":"12","published-print":{"date-parts":[[1994,12]]}},"alternative-id":["0167819194901279"],"URL":"https:\/\/doi.org\/10.1016\/0167-8191(94)90127-9","relation":{},"ISSN":["0167-8191"],"issn-type":[{"value":"0167-8191","type":"print"}],"subject":[],"published":{"date-parts":[[1994,12]]}}}