scientific article; zbMATH DE number 4117698

zbMATH Open0682.62060MaRDI QIDQ4732003FDOQ4732003

Gábor Tusnády, György Michaletzky

Publication date: 1987

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

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)

Cited In (6)

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

   Recommendations

• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• A method for approximate representation of vector-valued time series and its relation to two alternatives 👍 👎
• Multidimensional Stationary Time Series 👍 👎
• Title not available (Why is that?) 👍 👎

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 Q4732003)