Contemporaneous bivariate time series (Q4725564)
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scientific article; zbMATH DE number 3999068
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contemporaneous bivariate time series |
scientific article; zbMATH DE number 3999068 |
Statements
Contemporaneous bivariate time series (English)
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1987
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autoregressive-moving average time series
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diagonal parameter matrices
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Granger causality
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multiple time series
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efficient maximum likelihood algorithm
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contemporaneous bivariate ARMA models
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