Estimation of impulse response functions in two-output systems

DOI10.1080/03610926.2018.1536210MaRDI QIDQ5085577zbMATH OpenOpenAlexFDO

Authors Irina Blazhievska, Vladimir Zaiats

Publication date 27 June 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2018.1536210

zbMATH Keywords

central limit theoremcumulantimpulse response functionlinear time-invariant systemcross-correlogram

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

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