Time series in m dimensions: Autoregressive models

DOI10.1080/03610918008812170zbMath0453.62078OpenAlexW1493644805MaRDI QIDQ3900871

L. A. Aroian, Vidya S. Taneja

Publication date: 1980

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918008812170

zbMATH Keywords

invertibilityautocorrelation functionstationarityautoregressive modelspower spectrapartial autocorrelation functionsYule-Walker equationsmultidimensional time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (5)

On stationarity and second-order properties of bilinear random fields ⋮ Time series in m-dimensions definition, problems and prospects ⋮ Moving average models—time series in m-dimensions ⋮ General considerations and interrelationships between ma and ar models, time series in m dimensions, the arma model ⋮ Estimating integrals of stochastic processes using space-time data

Cites Work

• Time series in m-dimensions definition, problems and prospects
• Moving average models—time series in m-dimensions
• General considerations and interrelationships between ma and ar models, time series in m dimensions, the arma model
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