scientific article; zbMATH DE number 4117698

zbMATH Open0682.62060MaRDI QIDQ4732003FDOQ4732003

Authors: György Michaletzky, Gábor Tusnády 

Publication date: 1987

Title of this publication is not available (Why is that?)

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zbMATH Keywords

multidimensional Gaussian processesmodel-reducing constructionstate space representation of time series

Mathematics Subject Classification ID

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

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• A new state-space methodology to disaggregate multivariate time series
• A method for approximate representation of vector-valued time series and its relation to two alternatives
• Bilinear state space realization for polynomial stochastic systems
• Title not available (Why is that?)
• Multidimensional state-space models: A comparative overview
• A solution to the positivity problem in the state-space approach to modeling vector-valued time series

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