A note on the modelling and analysis of vector ARMA processes with nonstationary innovations
type: Item
instance of: scholarly article
title: A note on the modelling and analysis of vector ARMA processes with nonstationary innovations
zbMATH Open document ID: 1031.62077
DOI: 10.1016/S0895-7177(02)00297-2
author: S. S. Yadavalli
author: Neeta Singh
author: Shelton Peiris
published in: Mathematical and Computer Modelling
publication date: 2003-10-15T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 1993328
zbMATH Keywords: Hilbert space
zbMATH Keywords: Vector processes
zbMATH Keywords: Uniformly bounded
zbMATH Keywords: Regularity conditions
zbMATH Keywords: Nonstationary
zbMATH Keywords: White-noise
zbMATH Keywords: Prediction
zbMATH Keywords: Multivariate
zbMATH Keywords: Yule-Walker equations
zbMATH Keywords: ARIMA process
zbMATH Keywords: Innovations
MaRDI profile type: Publication
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full work available at URL: s0895-7177(02)00297-2
OpenAlex ID: W2095649514
description: scientific article; zbMATH DE number 1993328