VAR based state-space structures: realization, statistics and spectral analysis (Q4899764)
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scientific article; zbMATH DE number 6123644
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| English | VAR based state-space structures: realization, statistics and spectral analysis |
scientific article; zbMATH DE number 6123644 |
Statements
VAR Based State–space Structures: Realization, Statistics and Spectral Analysis (English)
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9 January 2013
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time series
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vector autoregressive
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state space
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Green function
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covariance function
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dispersion analysis
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spectral density
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estimation
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0.7956504821777344
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0.7740787863731384
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0.7512131929397583
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0.742077112197876
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