Estimation of parameters and eigenmodes of multivariate autoregressive models

DOI10.1145/382043.382304zbMath1070.65503OpenAlexW2001150980WikidataQ58391566 ScholiaQ58391566MaRDI QIDQ5460989

Arnold Neumaier, Tapio Schneider

Publication date: 20 July 2005

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/382043.382304

Mathematics Subject Classification ID

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Uses Software

• ARfit

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