A comparison of multivariate autoregressive estimators
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Publication:1031300
DOI10.1016/J.SIGPRO.2005.11.007zbMath1172.93416OpenAlexW2022081185MaRDI QIDQ1031300
Publication date: 29 October 2009
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sigpro.2005.11.007
coherencecross-validationcausalitybootstrappinginformation flowparametric modelingdirected transfer functionstationary multivariate spectral analysisstochastic signal processing
Filtering in stochastic control theory (93E11) Bootstrap, jackknife and other resampling methods (62F40)
Related Items (5)
Mathematical issues in the inference of causal interactions among multichannel neural signals ⋮ Measuring connectivity in linear multivariate processes: definitions, interpretation, and practical analysis ⋮ Order selection criteria for vector autoregressive models ⋮ Multichannel AR parameter estimation from noisy observations as an errors-in-variables issue ⋮ Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices
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