On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix (Q5337639): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1596074 |
||
| Property / author | |||
| Property / author: Peter Whittle / rank | |||
Revision as of 02:01, 29 February 2024
scientific article; zbMATH DE number 3210470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix |
scientific article; zbMATH DE number 3210470 |
Statements
On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix (English)
0 references
1963
0 references
statistics
0 references
