An equivalent canonical form for multiple time series (Q1098209)
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scientific article; zbMATH DE number 4036983
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An equivalent canonical form for multiple time series |
scientific article; zbMATH DE number 4036983 |
Statements
An equivalent canonical form for multiple time series (English)
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1987
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simulations
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equivalent canonical form VARTMA
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multiple time series models
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polynomial matrix theory
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simultaneous equations
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single equation
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VARMA model
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equivalence transformation
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