ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES (Q4299039)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES |
scientific article; zbMATH DE number 598025
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES |
scientific article; zbMATH DE number 598025 |
Statements
ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES (English)
0 references
29 June 1994
0 references
autoregressive moving-average process
0 references
canonical correlations
0 references
generalized partial autocorrelations
0 references
second-order stationary process
0 references
vector generalizations of second-order functions
0 references
determinantal functions of autocovariances
0 references
generalized autocovariance function
0 references
linear dependence structure
0 references
duality property
0 references
0 references
