Vector autoregressive moving average models (Q5116812): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/bs.host.2019.01.004 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/BS.HOST.2019.01.004 / rank | |||
Normal rank | |||
Latest revision as of 16:00, 30 December 2024
scientific article; zbMATH DE number 7236807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vector autoregressive moving average models |
scientific article; zbMATH DE number 7236807 |
Statements
Vector autoregressive moving average models (English)
0 references
18 August 2020
0 references
vector autoregressive moving average process
0 references
state space model
0 references
identifiability
0 references
parameter estimation
0 references
model selection
0 references
