A note on the relationship between frequency-domain linear feedback measures of multivariate time series representations

DOI10.1007/BF02924338zbMath0685.62074OpenAlexW2027668522MaRDI QIDQ4203666

K. Gerhaeusser

Publication date: 1989

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02924338

zbMATH Keywords

series representationsmultivariate timefrequency-domain linear feedback measures

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• On the use of a linear model for the identification of feedback systems
• Measurement of Linear Dependence and Feedback Between Multiple Time Series
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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