ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES (Q5285837)
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scientific article; zbMATH DE number 222970
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| English | ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES |
scientific article; zbMATH DE number 222970 |
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ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES (English)
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29 June 1993
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moving-average model
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multivariate linear stationary process
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spectral density
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ARMA representation
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invertible ARMA process
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0.8164954781532288
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0.7994405627250671
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0.7970673441886902
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0.7874743342399597
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