Autoregressive model fitting for multichannel time series of degenerate rank: Limit properties (Q3692668)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive model fitting for multichannel time series of degenerate rank: Limit properties |
scientific article |
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Autoregressive model fitting for multichannel time series of degenerate rank: Limit properties (English)
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1985
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autoregressive model fitting
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multichannel time series of degenerate rank
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autoregressive approximation
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regular multidimensional discrete stationary process
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Wold decomposition
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asymptotically constant rank
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integrated power spectra
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