NECESSARY AND SUFFICIENT CONDITIONS FOR CAUSALITY TESTING IN MULTIVARIATE ARMA MODELS (Q3947021)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NECESSARY AND SUFFICIENT CONDITIONS FOR CAUSALITY TESTING IN MULTIVARIATE ARMA MODELS |
scientific article |
Statements
NECESSARY AND SUFFICIENT CONDITIONS FOR CAUSALITY TESTING IN MULTIVARIATE ARMA MODELS (English)
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1981
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multivariate ARMA models
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Granger causality
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stationary multivariate time series
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