scientific article
Publication:4001588
zbMath0729.62085MaRDI QIDQ4001588
Publication date: 18 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stabilitycausalityinvertibilitystationarityasymptotic distributionsexercisesstructural changevector time seriesmultivariate time seriesState-space modelsparametrizationsparameter constraintsVAR modelsorder selectionforecastsimpulse response analysisVARMA modelsintervention modelscointegrated VAR modelsDifference equation models with exogeneous variablesh-step ahead predictionPeriodic VAR modelsresidual checkingStructure determinationtesting for nonnormality
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Identification in stochastic control theory (93E12)
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