Elements of multivariate time series analysis. (Q5917764)
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scientific article; zbMATH DE number 857942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Elements of multivariate time series analysis. |
scientific article; zbMATH DE number 857942 |
Statements
Elements of multivariate time series analysis. (English)
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19 March 1996
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See the review of the first, 1995-edition, Zbl 0783.62072.
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vector ARMA time series
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co-integrated models
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least squares estimation
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state space models
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Kalman filtering
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