Inverse covariances of a multivariate time series
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Publication:1067333
zbMath0579.62079MaRDI QIDQ1067333
Publication date: 1984
Published in: Metron (Search for Journal in Brave)
multivariate ARMA modelslinear interpolationmultivariate time seriesspectral density matrixlinear filterinverse covariance functionestimation of inverse covariances
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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