Spectral factorisation and prediction of multivariate processes with time-dependent rational spectral density matrices (Q4007765)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral factorisation and prediction of multivariate processes with time-dependent rational spectral density matrices |
scientific article |
Statements
Spectral factorisation and prediction of multivariate processes with time-dependent rational spectral density matrices (English)
0 references
27 September 1992
0 references
time-dependent rational spectral density
0 references
multivariate ARMA processes
0 references
prediction problem
0 references
