VAR Based State–space Structures: Realization, Statistics and Spectral Analysis (Q4899764)
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scientific article; zbMATH DE number 6123644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VAR Based State–space Structures: Realization, Statistics and Spectral Analysis |
scientific article; zbMATH DE number 6123644 |
Statements
VAR Based State–space Structures: Realization, Statistics and Spectral Analysis (English)
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9 January 2013
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time series
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vector autoregressive
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state space
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Green function
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covariance function
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dispersion analysis
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spectral density
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estimation
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