Spectra of bivariate \(\mathrm{VAR}(p)\) models
type: Item
instance of: scholarly article
title: Spectra of bivariate \(\mathrm{VAR}(p)\) models
zbMATH Open document ID: 1102.62102
published in: Journal of Statistical Planning and Inference
publication date: 2007-01-09T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 5083760
zbMATH Keywords: vector autoregressive models
zbMATH Keywords: VAR
zbMATH Keywords: multivariate autoregressive models
zbMATH Keywords: spectral analysis
zbMATH Keywords: coherency
zbMATH Keywords: phase spectrum
zbMATH Keywords: group delay
author: Evangelos E. Ioannidis
MaRDI profile type: Publication
full work available at URL: j.jspi.2005.12.013
OpenAlex ID: W2008843137
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DOI: 10.1016/J.JSPI.2005.12.013
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description: scientific article; zbMATH DE number 5083760