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Property / cites work: Time series: theory and methods / rank
 
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Revision as of 16:41, 22 May 2024

scientific article; zbMATH DE number 598025
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English
ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES
scientific article; zbMATH DE number 598025

    Statements

    ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES (English)
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    29 June 1994
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    autoregressive moving-average process
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    canonical correlations
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    generalized partial autocorrelations
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    second-order stationary process
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    vector generalizations of second-order functions
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    determinantal functions of autocovariances
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    generalized autocovariance function
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    linear dependence structure
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    duality property
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    Identifiers