Sample partial autocorrelation function of a multivariate time series (Q1333203)
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scientific article; zbMATH DE number 638495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample partial autocorrelation function of a multivariate time series |
scientific article; zbMATH DE number 638495 |
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Sample partial autocorrelation function of a multivariate time series (English)
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8 November 1994
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principal components orthogonalization process
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linear link coefficient
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sample partial correlation
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matrix square root
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partial autocorrelation function
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multivariate time series
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new matrix link coefficient
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PACF
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new autoregressive estimation methods
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sample estimators
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generalizations of the scalar Burg technique
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