scientific article; zbMATH DE number 811061
zbMath0835.62075MaRDI QIDQ4852355
Publication date: 30 October 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stabilitycausalityinvertibilitystationarityasymptotic distributionsstate-space modelsexercisesstructural changevector time seriesmultivariate time seriesparameter constraintsparameterizationsVAR modelsorder selectionforecastsimpulse response analysisVARMA modelsstructure determinationintervention modelscointegrated VAR modelsh-step ahead predictionresidual checkingtesting for nonnormalitydifference equation models with exogeneous variablesperiodic VAR models
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Identification in stochastic control theory (93E12)
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