A note on the modelling and analysis of vector ARMA processes with nonstationary innovations (Q1411024)
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scientific article; zbMATH DE number 1993328
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the modelling and analysis of vector ARMA processes with nonstationary innovations |
scientific article; zbMATH DE number 1993328 |
Statements
A note on the modelling and analysis of vector ARMA processes with nonstationary innovations (English)
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15 October 2003
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Hilbert space
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Vector processes
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Uniformly bounded
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Regularity conditions
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Nonstationary
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White-noise
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Prediction
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Multivariate
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Yule-Walker equations
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ARIMA process
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Innovations
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