ESTIMATION AND TESTING OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL (Q3034708)
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scientific article; zbMATH DE number 4133355
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| English | ESTIMATION AND TESTING OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL |
scientific article; zbMATH DE number 4133355 |
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ESTIMATION AND TESTING OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL (English)
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1990
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automobile production
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multivariate time series
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structural model
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unobserved component
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frequency domain
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spectral likelihood function
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scoring algorithm
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maximum likelihood estimation
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first derivatives
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score test statistic
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multivariate exponential smoothing model
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homogeneity hypothesis
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0.8119798302650452
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0.7781973481178284
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0.7597059011459351
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