Multivariate autoregressive time semes modeling: one scalar autoregressive model at-A-time (Q4337096)
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scientific article; zbMATH DE number 1010719
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate autoregressive time semes modeling: one scalar autoregressive model at-A-time |
scientific article; zbMATH DE number 1010719 |
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Multivariate autoregressive time semes modeling: one scalar autoregressive model at-A-time (English)
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10 November 1997
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multichannel time series
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stationary time series
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nonstationary time series
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nonstationary covariance
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Bayesian analysis
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smoothness priors
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