ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889)
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scientific article; zbMATH DE number 4180606
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| English | ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS |
scientific article; zbMATH DE number 4180606 |
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ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (English)
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1990
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identification
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order determination
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Akaike's stepwise canonical correlations procedure
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multivariate autoregressive moving-average model
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non-stationary model
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consistent least-squares estimators
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MA orders
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0.8547298908233643
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0.798833966255188
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0.790135383605957
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0.7880511283874512
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