The joint moment generating function of quadratic forms in multivariate autoregressive series (Q2716440)
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scientific article; zbMATH DE number 1599001
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The joint moment generating function of quadratic forms in multivariate autoregressive series |
scientific article; zbMATH DE number 1599001 |
Statements
8 January 2002
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Gaussian vector autoregression
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moment generating function
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Ornstein-Uhlenbeck processes
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drifts
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time trends
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The joint moment generating function of quadratic forms in multivariate autoregressive series (English)
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