MARGINALS OF MULTIVARIATE FIRST-ORDER AUTOREGRESSIVE TIME SERIES MODELS (Q3810745)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MARGINALS OF MULTIVARIATE FIRST-ORDER AUTOREGRESSIVE TIME SERIES MODELS |
scientific article |
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MARGINALS OF MULTIVARIATE FIRST-ORDER AUTOREGRESSIVE TIME SERIES MODELS (English)
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1988
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multivariate first-order autoregressive model
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multiple time series
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Granger causality
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white noise
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backward shift
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multiplicities
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eigenvalues
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marginal models
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ARIMA
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