Multivariate arma models with generalized autoregressive linear innovation (Q4949463)
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scientific article; zbMATH DE number 1441268
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| English | Multivariate arma models with generalized autoregressive linear innovation |
scientific article; zbMATH DE number 1441268 |
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Multivariate arma models with generalized autoregressive linear innovation (English)
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21 April 2002
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second-order stationarity
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strict stationarity
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invertibility
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identifiability
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time series
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generalized autoregressive modelling
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linear innovations
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0.9024874
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0.8947056
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0.8904134
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