Fast algorithm of build-up of a non-stationary vector linear autoregression (Q3121671)
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scientific article; zbMATH DE number 7038830
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| English | Fast algorithm of build-up of a non-stationary vector linear autoregression |
scientific article; zbMATH DE number 7038830 |
Statements
20 March 2019
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autoregression equation
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vector time series
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fast algorithms
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correlation function
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method of maximal entropy
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function of partial correlation
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0.7637094855308533
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0.7488491535186768
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0.7176797389984131
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