The Cepstral Model for Multivariate Time Series: The Vector Exponential Model (Q2960503)
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scientific article; zbMATH DE number 6686348
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Cepstral Model for Multivariate Time Series: The Vector Exponential Model |
scientific article; zbMATH DE number 6686348 |
Statements
17 February 2017
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autocovariance matrix
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Bayesian estimation
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cepstral
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coherence
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moving average coefficients
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spectral density matrix
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stochastic search variable selection
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The Cepstral Model for Multivariate Time Series: The Vector Exponential Model (English)
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0.9091732
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0.8616891
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0.8587337
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0.8438761
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0.8430822
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