Order Reductions of the Marginals and Identification of Multiple ARMA Models (Q3354943)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Order Reductions of the Marginals and Identification of Multiple ARMA Models |
scientific article |
Statements
Order Reductions of the Marginals and Identification of Multiple ARMA Models (English)
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1991
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marginal models
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order reductions
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marginals of multivariate ARMA time series models
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block diagonal
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block triangular
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model identification
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multiple time series
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