ESTIMATION OF MULTIVARIATE TIME SERIES (Q4720615)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3992725
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | ESTIMATION OF MULTIVARIATE TIME SERIES |
scientific article; zbMATH DE number 3992725 |
Statements
ESTIMATION OF MULTIVARIATE TIME SERIES (English)
0 references
1987
0 references
autoregressive moving average model
0 references
multivariate time series
0 references
algorithm
0 references
exact likelihood
0 references
Kalman filter
0 references
vector ARMA model
0 references
inverse cross covariances
0 references
0 references
0.8824256658554077
0 references
0.8294641971588135
0 references
0.8069846630096436
0 references
0.8066506385803223
0 references
