Generalized Yule-Walker equations and testing the orders of multivariate time series (Q4749710)
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scientific article; zbMATH DE number 3805402
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Yule-Walker equations and testing the orders of multivariate time series |
scientific article; zbMATH DE number 3805402 |
Statements
Generalized Yule-Walker equations and testing the orders of multivariate time series (English)
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1983
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multivariate time series
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generalized Yule-Walker equations
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matrix- fraction description
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autoregressive moving average models
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