ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES (Q5285837)
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scientific article; zbMATH DE number 222970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES |
scientific article; zbMATH DE number 222970 |
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ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES (English)
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29 June 1993
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moving-average model
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multivariate linear stationary process
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spectral density
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ARMA representation
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invertible ARMA process
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