Causality conditions and autocovariance calculations in PVAR models (Q5438711)
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scientific article; zbMATH DE number 5230125
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Causality conditions and autocovariance calculations in PVAR models |
scientific article; zbMATH DE number 5230125 |
Statements
Causality conditions and autocovariance calculations in PVAR models (English)
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28 January 2008
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periodic VAR models
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periodic stationarity
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periodic autocovariances
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discrete-time periodic Lyapunov equation
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