Multivariate autoregressive time semes modeling: one scalar autoregressive model at-A-time (Q4337096)
From MaRDI portal
scientific article; zbMATH DE number 1010719
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate autoregressive time semes modeling: one scalar autoregressive model at-A-time |
scientific article; zbMATH DE number 1010719 |
Statements
Multivariate autoregressive time semes modeling: one scalar autoregressive model at-A-time (English)
0 references
10 November 1997
0 references
multichannel time series
0 references
stationary time series
0 references
nonstationary time series
0 references
nonstationary covariance
0 references
Bayesian analysis
0 references
smoothness priors
0 references
