Analysis of multivariate arma processes with non-stationary innovations (Q3352337)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Analysis of multivariate arma processes with non-stationary innovations |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of multivariate arma processes with non-stationary innovations |
scientific article |
Statements
Analysis of multivariate arma processes with non-stationary innovations (English)
0 references
1990
0 references
covariance matrix function
0 references
time series
0 references
vector ARMA processes
0 references
nonstationary innovations
0 references
generalization of Yule-Walker equations
0 references
Identification procedures
0 references
prediction
0 references
Hilbert space approach
0 references
0 references
0 references
