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Estimating wold matrices and vector moving average processes - MaRDI portal

Estimating wold matrices and vector moving average processes (Q4997695)

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scientific article; zbMATH DE number 7364929
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English
Estimating wold matrices and vector moving average processes
scientific article; zbMATH DE number 7364929

    Statements

    title
    Estimating wold matrices and vector moving average processes (English)
    0 references
    author
    Timothy L. McMurry
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    Jonas Krampe
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    publication date
    30 June 2021
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    zbMATH Keywords
    Wold matrices
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    bootstrap
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    multivariate time series
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    cites work
    Q4039983
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    Q5312885
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    Q2754859
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    Q3643299
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    Identifiers

    zbMATH DE Number
    7364929
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    OpenAlex ID
    W3092496888
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    DOI
    10.1111/JTSA.12562
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