ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS |
scientific article |
Statements
ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (English)
0 references
1990
0 references
identification
0 references
order determination
0 references
Akaike's stepwise canonical correlations procedure
0 references
multivariate autoregressive moving-average model
0 references
non-stationary model
0 references
consistent least-squares estimators
0 references
MA orders
0 references
0 references
0 references
