Contemporaneous bivariate time series (Q4725564): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Franklin Camacho / rank | |||
| Property / author | |||
| Property / author: Keith William Hipel / rank | |||
| Property / author | |||
| Property / author: Franklin Camacho / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Keith William Hipel / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1093/biomet/74.1.103 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2051834668 / rank | |||
Normal rank | |||
Latest revision as of 21:05, 19 March 2024
scientific article; zbMATH DE number 3999068
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contemporaneous bivariate time series |
scientific article; zbMATH DE number 3999068 |
Statements
Contemporaneous bivariate time series (English)
0 references
1987
0 references
autoregressive-moving average time series
0 references
diagonal parameter matrices
0 references
Granger causality
0 references
multiple time series
0 references
efficient maximum likelihood algorithm
0 references
contemporaneous bivariate ARMA models
0 references
