Generalised cepstral models for the spectrum of vector time series (Q2293719)
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scientific article; zbMATH DE number 7163268
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| English | Generalised cepstral models for the spectrum of vector time series |
scientific article; zbMATH DE number 7163268 |
Statements
Generalised cepstral models for the spectrum of vector time series (English)
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5 February 2020
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stationary vector stochastic processes
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spectral density matrix
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Wold coefficients
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generalised spectrum models
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Box-Cox link
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spectral estimation
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Whittle likelihood
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0.8757032155990601
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0.8009803295135498
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0.7779367566108704
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0.7363315224647522
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