Identification of multivariate ARMA models (Q1286663)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of multivariate ARMA models |
scientific article |
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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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