Spectral factorisation and prediction of multivariate processes with time-dependent rational spectral density matrices (Q4007765)
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scientific article; zbMATH DE number 59700
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| English | Spectral factorisation and prediction of multivariate processes with time-dependent rational spectral density matrices |
scientific article; zbMATH DE number 59700 |
Statements
Spectral factorisation and prediction of multivariate processes with time-dependent rational spectral density matrices (English)
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27 September 1992
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time-dependent rational spectral density
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multivariate ARMA processes
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prediction problem
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0.82635498046875
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0.7956989407539368
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0.7931476831436157
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