On Noncausal Identification of Nonstationary Multivariate Autoregressive Processes
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Publication:4628233
DOI10.1109/TSP.2018.2885480zbMath1414.62376OpenAlexW2905462981WikidataQ128702019 ScholiaQ128702019MaRDI QIDQ4628233
Marcin Ciołek, Maciej Niedźwiecki
Publication date: 6 March 2019
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tsp.2018.2885480
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
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