The inverse Kullback-Leibler method for fitting vector moving averages (Q4606961)
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scientific article; zbMATH DE number 6848863
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| English | The inverse Kullback-Leibler method for fitting vector moving averages |
scientific article; zbMATH DE number 6848863 |
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The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages (English)
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9 March 2018
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spectral factorization
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stability
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vector autoregression
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0.7589368224143982
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0.7582919597625732
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0.7550528049468994
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0.7517460584640503
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