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Contemporaneous bivariate time series - MaRDI portal

Contemporaneous bivariate time series (Q4725564)

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scientific article; zbMATH DE number 3999068
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English
Contemporaneous bivariate time series
scientific article; zbMATH DE number 3999068

    Statements

    title
    Contemporaneous bivariate time series (English)
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    author
    A. Ian McLeod
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    Franklin Camacho
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    Keith William Hipel
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    published in
    Biometrika
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    publication date
    1987
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    zbMATH Keywords
    autoregressive-moving average time series
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    diagonal parameter matrices
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    Granger causality
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    multiple time series
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    efficient maximum likelihood algorithm
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    contemporaneous bivariate ARMA models
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    Identifiers

    zbMATH DE Number
    3999068
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    OpenAlex ID
    W2051834668
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