The specification of vector autoregressive moving average models (Q4818621)
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scientific article; zbMATH DE number 2104327
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The specification of vector autoregressive moving average models |
scientific article; zbMATH DE number 2104327 |
Statements
The specification of vector autoregressive moving average models (English)
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29 September 2004
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Autoregressions
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Generalized least squares estimation
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Identification
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Multivariate white noise
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Order determination
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