scientific article; zbMATH DE number 3965270

MaRDI QIDQ3732807zbMATH OpenFDO

Authors V. Malinauskis, Antanas Lipeika

Publication date 1984

zbMATH Keywords

estimation of parametersmultivariate autoregressive random sequencenonstationary realization

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(4)

• An embedded model estimator for non-stationary random functions using multiple secondary variables
• scientific article; zbMATH DE number 3923919 (Why is no real title available?)
• Estimation of Parameters from Discrete Random Nonstationary Time Series
• Estimation of parameters and eigenmodes of multivariate autoregressive models

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