Multivariate linear time series models (Q3339130)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate linear time series models |
scientific article |
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Multivariate linear time series models (English)
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1984
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multivariate linear time series models
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McMillan degree
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uniform rates of convergence
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analytic manifold
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echelon form
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AIC
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BIC
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order determination
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martingale differences
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law of iterated logarithm
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central limit theorem
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autoregression
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Levinson-Whittle recursion
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model fitting
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rational transfer function linear systems
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ARMAX systems
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algebraic and topological structure
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algorithms
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matrix transfer functions
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rank of Hankel matrix
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state-space forms
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Toeplitz regression
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moving average
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asymptotically efficient estimation
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simulation results
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Kalman filter
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coordinate neighbourhoods
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