On transformations of multivariate ARMA processes
Kybernetika, Tome 24 (1988) no. 2, pp. 122-129.

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Classification : 62M10
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     author = {Linka, Ale\v{s}},
     title = {On transformations of multivariate {ARMA} processes},
     journal = {Kybernetika},
     pages = {122--129},
     publisher = {mathdoc},
     volume = {24},
     number = {2},
     year = {1988},
     mrnumber = {942379},
     zbl = {0637.62084},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1988__24_2_a3/}
}
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Linka, Aleš. On transformations of multivariate ARMA processes. Kybernetika, Tome 24 (1988) no. 2, pp. 122-129. http://geodesic.mathdoc.fr/item/KYB_1988__24_2_a3/