EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES

DOI10.1111/j.1467-9892.1982.tb00350.xzbMath0506.62070OpenAlexW2086113581MaRDI QIDQ4743617

Jostein Paulsen, Dag Tjøstheim

Publication date: 1982

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1982.tb00350.x

zbMATH Keywords

ARIMA modelsempirical identification of multiple time seriesmatrix normalized crosscovariance functionmatrix partial correlation function

Mathematics Subject Classification ID

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

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