Identification of multivariate ARMA models (Q1286663): Difference between revisions
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Property / cites work: Recursive method for ARMA model estimation. I / rank | |||
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Property / cites work: Extimation and structure determination of multivariate input systems / rank | |||
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Latest revision as of 09:48, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Identification of multivariate ARMA models |
scientific article |
Statements
Identification of multivariate ARMA models (English)
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31 October 1999
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VARMA
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multiple time series
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law of iterated logarithm
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central limit theorem
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estimates of orders
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ARMA models
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LIL
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CLT
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