Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224)
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 5083760
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Spectra of bivariate \(\mathrm{VAR}(p)\) models |
scientific article; zbMATH DE number 5083760 |
Statements
Spectra of bivariate \(\mathrm{VAR}(p)\) models (English)
0 references
9 January 2007
0 references
vector autoregressive models
0 references
VAR
0 references
multivariate autoregressive models
0 references
spectral analysis
0 references
coherency
0 references
phase spectrum
0 references
group delay
0 references
0.87806004
0 references
0.86899275
0 references
0.8658449
0 references
0.86044836
0 references
0.8584623
0 references
