Identification of multivariate ARMA models (Q1286663)
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scientific article; zbMATH DE number 1281424
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Identification of multivariate ARMA models |
scientific article; zbMATH DE number 1281424 |
Statements
Identification of multivariate ARMA models (English)
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31 October 1999
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VARMA
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multiple time series
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law of iterated logarithm
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central limit theorem
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estimates of orders
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ARMA models
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LIL
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CLT
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0.798833966255188
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0.7983806133270264
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