Time series in m dimensions: Autoregressive models

DOI10.1080/03610918008812170MaRDI QIDQ3900871zbMATH OpenOpenAlexFDO

Authors Vidya S. Taneja, L. A. Aroian

Publication date 1980

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918008812170

zbMATH Keywords

stationarityautocorrelation functioninvertibilityautoregressive modelspartial autocorrelation functionspower spectraYule-Walker equationsmultidimensional time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites work

• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 3267825 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• General considerations and interrelationships between ma and ar models, time series in m dimensions, the arma model
• Moving average models—time series in m-dimensions
• Time series in m-dimensions definition, problems and prospects

Cited in

(5)

• General considerations and interrelationships between ma and ar models, time series in m dimensions, the arma model
• Moving average models—time series in m-dimensions
• Estimating integrals of stochastic processes using space-time data
• Time series in m-dimensions definition, problems and prospects
• On stationarity and second-order properties of bilinear random fields

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