A simulation study on vector arma processes with nonstationary innovation:a new approach to identification

DOI10.1080/00949659708811821zbMath1102.62341OpenAlexW2083285716MaRDI QIDQ4347038

Neeta Singh, M. Shelton Peiris

Publication date: 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811821

Mathematics Subject Classification ID

Related Items (1)

A note on the modelling and analysis of vector ARMA processes with nonstationary innovations

Cites Work

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• Multivariate time series analysis with state space models
• A Bayesian approach to state space multivariate time series modeling
• Sample partial autocorrelation function of a multivariate time series
• A multivariate approach to modeling univariate seasonal time series
• Statistical Reconstruction of Multivariate Time Series

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