Simplified conditions for noncausality between vectors in multivariate ARMA models (Q1341213)
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scientific article; zbMATH DE number 706591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simplified conditions for noncausality between vectors in multivariate ARMA models |
scientific article; zbMATH DE number 706591 |
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Simplified conditions for noncausality between vectors in multivariate ARMA models (English)
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16 February 1995
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Granger causality
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multivariate ARMA process
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causality test
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necessary and sufficient conditions for noncausality
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stationary invertible ARMA processes
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