A Unified Approach to Identifying Multivariate Time Series Models (Q4216972): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| label / en | label / en | ||
A Unified Approach to Identifying Multivariate Time Series Models | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/2670127 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4239795583 / rank | |||
Normal rank | |||
| Property / title | |||
A Unified Approach to Identifying Multivariate Time Series Models (English) | |||
| Property / title: A Unified Approach to Identifying Multivariate Time Series Models (English) / rank | |||
Normal rank | |||
Latest revision as of 18:28, 19 March 2024
scientific article; zbMATH DE number 1218760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Unified Approach to Identifying Multivariate Time Series Models |
scientific article; zbMATH DE number 1218760 |
Statements
28 November 1999
0 references
echelon form
0 references
Gibbs sampling
0 references
Hankel matrix
0 references
Kronecker index
0 references
Metropolis algorithm
0 references
model specification
0 references
vector autoregressive moving average model
0 references
A Unified Approach to Identifying Multivariate Time Series Models (English)
0 references
