ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES (Q4299039)
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scientific article; zbMATH DE number 598025
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| English | ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES |
scientific article; zbMATH DE number 598025 |
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ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES (English)
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29 June 1994
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autoregressive moving-average process
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canonical correlations
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generalized partial autocorrelations
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second-order stationary process
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vector generalizations of second-order functions
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determinantal functions of autocovariances
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generalized autocovariance function
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linear dependence structure
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duality property
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0.86968315
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0.86193216
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0.8593611
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