Multivariate linear time series models (Q3339130)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3872514
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate linear time series models |
scientific article; zbMATH DE number 3872514 |
Statements
Multivariate linear time series models (English)
0 references
1984
0 references
multivariate linear time series models
0 references
McMillan degree
0 references
uniform rates of convergence
0 references
analytic manifold
0 references
echelon form
0 references
AIC
0 references
BIC
0 references
order determination
0 references
martingale differences
0 references
law of iterated logarithm
0 references
central limit theorem
0 references
autoregression
0 references
Levinson-Whittle recursion
0 references
model fitting
0 references
rational transfer function linear systems
0 references
ARMAX systems
0 references
algebraic and topological structure
0 references
algorithms
0 references
matrix transfer functions
0 references
rank of Hankel matrix
0 references
state-space forms
0 references
Toeplitz regression
0 references
moving average
0 references
asymptotically efficient estimation
0 references
simulation results
0 references
Kalman filter
0 references
coordinate neighbourhoods
0 references
0.8469955921173096
0 references
0.8212048411369324
0 references
0.8171995282173157
0 references
0.8000056147575378
0 references
