This article extends the Cox--Reid local parameter orthogonality to a multivariate setting, gives an affirmative reply to one of Cox and Reid's questions, and shows that the extension can lead to efficient computational algorithms with the celebrated Whittle algorithm for multivariate autoregressive modeling as a showcase.

翻译：本文扩展了Cox–Reid局部参数正交性至多元情形，对Cox与Reid提出的一个疑问给出了肯定性回答，并证明该扩展可导出高效计算算法——以多元自回归建模中著名的Whittle算法为典型案例予以展示。