ESTIMATION OF MULTIVARIATE TIME SERIES (Q4720615)
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scientific article; zbMATH DE number 3992725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF MULTIVARIATE TIME SERIES |
scientific article; zbMATH DE number 3992725 |
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ESTIMATION OF MULTIVARIATE TIME SERIES (English)
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1987
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autoregressive moving average model
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multivariate time series
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algorithm
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exact likelihood
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Kalman filter
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vector ARMA model
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inverse cross covariances
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