On the study of some functions of multivariate ARMA processes

DOI10.1016/0047-259X(88)90159-5zbMATH Open0637.62083MaRDI QIDQ1098529FDOQ1098529

Authors: Shelton Peiris 

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

multivariate processesHilbert spacesum of two independent multivariate ARMA processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A note on the time series which is the product of two stationary time series
• A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES
• Title not available (Why is that?)

Cited In (7)

• Large Bayesian VARMAs
• The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case
• Identification of composite (∑+II) arma models by relatively simpler models
• RANDOM AGGREGATION OF UNIVARIATE AND MULTIVARIATE LINEAR PROCESSES
• Tensorial products of functional ARMA processes
• Title not available (Why is that?)
• Maximum Likelihood Estimation of VARMA Models Using a State-Space EM Algorithm

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