Time series in m dimensions: Autoregressive models (Q3900871)
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English | Time series in m dimensions: Autoregressive models |
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Time series in m dimensions: Autoregressive models (English)
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1980
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autoregressive models
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stationarity
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invertibility
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autocorrelation function
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Yule-Walker equations
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power spectra
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multidimensional time series
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partial autocorrelation functions
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