Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224): Difference between revisions
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Revision as of 02:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectra of bivariate \(\mathrm{VAR}(p)\) models |
scientific article |
Statements
Spectra of bivariate \(\mathrm{VAR}(p)\) models (English)
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9 January 2007
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vector autoregressive models
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VAR
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multivariate autoregressive models
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spectral analysis
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coherency
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phase spectrum
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group delay
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