A test for the presence of pure feedback in multivariate dynamic stochastic systems
type: Item
instance of: scholarly article
title: A test for the presence of pure feedback in multivariate dynamic stochastic systems
zbMATH Open document ID: 0698.62097
DOI: 10.1007/BF00057740
author: Junji Nakano
author: Shigemi Tagami
published in: Annals of the Institute of Statistical Mathematics
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M99
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 4145197
zbMATH Keywords: FPE criterion
zbMATH Keywords: multivariate autoregressive moving average model
zbMATH Keywords: testing the presence of a pure feedback loop
zbMATH Keywords: transfer function model
zbMATH Keywords: multivariate discrete dynamic stochastic system
zbMATH Keywords: portmanteau statistic
zbMATH Keywords: sample cross-covariance matrices
zbMATH Keywords: prewhitened series
zbMATH Keywords: numerical results
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4145197