A Unified Approach to Identifying Multivariate Time Series Models (Q4216972)
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scientific article; zbMATH DE number 1218760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Unified Approach to Identifying Multivariate Time Series Models |
scientific article; zbMATH DE number 1218760 |
Statements
28 November 1999
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echelon form
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Gibbs sampling
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Hankel matrix
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Kronecker index
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Metropolis algorithm
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model specification
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vector autoregressive moving average model
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A Unified Approach to Identifying Multivariate Time Series Models (English)
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