Contemporaneous bivariate time series (Q4725564)

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scientific article; zbMATH DE number 3999068
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Contemporaneous bivariate time series
scientific article; zbMATH DE number 3999068

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    Contemporaneous bivariate time series (English)
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    1987
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    autoregressive-moving average time series
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    diagonal parameter matrices
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    Granger causality
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    multiple time series
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    efficient maximum likelihood algorithm
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    contemporaneous bivariate ARMA models
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