Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224)
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scientific article; zbMATH DE number 5083760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectra of bivariate \(\mathrm{VAR}(p)\) models |
scientific article; zbMATH DE number 5083760 |
Statements
Spectra of bivariate \(\mathrm{VAR}(p)\) models (English)
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9 January 2007
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vector autoregressive models
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VAR
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multivariate autoregressive models
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spectral analysis
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coherency
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phase spectrum
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group delay
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0.87806004
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0.86899275
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0.8658449
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0.86044836
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0.8584623
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