Analysis of multivariate arma processes with non-stationary innovations (Q3352337): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of multivariate arma processes with non-stationary innovations |
scientific article |
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Analysis of multivariate arma processes with non-stationary innovations (English)
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1990
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covariance matrix function
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time series
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vector ARMA processes
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nonstationary innovations
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generalization of Yule-Walker equations
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Identification procedures
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prediction
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Hilbert space approach
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