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