scientific article; zbMATH DE number 3996943

MaRDI QIDQ4723097zbMATH OpenFDO

Authors Sergio G. Koreisha, Tarmo M. Pukkila

Publication date 1987

zbMATH Keywords

identificationlong and successive autoregressionsmultivariate time series modelsnonzero elementspolynomial matrix densitysum of squaresVARMAvector autoregressive moving average

Mathematics Subject Classification ID

Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• The selection of the order and identification of nonzero elements in the polynomial matrices of vector autoregressive processes
• Estimation of the Polynomial Matrices of Vector Moving Average Processes
• FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
• On the identifiability of minimal VARMA representations
• Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages

Cited in

(8)

• On the identifiability of minimal VARMA representations
• Estimation of the Polynomial Matrices of Vector Moving Average Processes
• The selection of the order and identification of nonzero elements in the polynomial matrices of vector autoregressive processes
• THE IDENTIFICATION OF SEASONAL AUTOREGRESSIVE MODELS
• A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models
• Vector moving average models: a review
• A vector autoregressive moving average time series approach for describing asymmetries of antennal control of two millipede species
• Generation Of Time Series Models With Given Spectral Properties

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4723097)