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On the recursive solution of the normal equations of bilateral multivariate autoregressive models - MaRDI portal

On the recursive solution of the normal equations of bilateral multivariate autoregressive models (Q2723623)

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scientific article; zbMATH DE number 1614967
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English
On the recursive solution of the normal equations of bilateral multivariate autoregressive models
scientific article; zbMATH DE number 1614967

    Statements

    On the recursive solution of the normal equations of bilateral multivariate autoregressive models (English)
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    8 July 2001
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    bilateral AR process
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    normal equations
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    multivariate AR processes
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