A test for the presence of pure feedback in multivariate dynamic stochastic systems (Q912557)
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scientific article; zbMATH DE number 4145197
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for the presence of pure feedback in multivariate dynamic stochastic systems |
scientific article; zbMATH DE number 4145197 |
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A test for the presence of pure feedback in multivariate dynamic stochastic systems (English)
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1989
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FPE criterion
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multivariate autoregressive moving average model
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testing the presence of a pure feedback loop
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transfer function model
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multivariate discrete dynamic stochastic system
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portmanteau statistic
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sample cross-covariance matrices
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prewhitened series
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numerical results
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