IDENTIFYING MULTIVARIATE TIME SERIES MODELS
- 1 May 1982
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 3 (3) , 153-164
- https://doi.org/10.1111/j.1467-9892.1982.tb00337.x
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- SOME ASPECTS OF MODELLING AND FORECASTING MULTIVARIATE TIME SERIESJournal of Time Series Analysis, 1981
- The Multivariate Portmanteau StatisticJournal of the American Statistical Association, 1980
- The Multivariate Portmanteau StatisticJournal of the American Statistical Association, 1980
- Multiple Time Series Modelling: Another Look at the Mink-Muskrat InteractionJournal of the Royal Statistical Society Series C: Applied Statistics, 1978
- Canonical Correlation Analysis of Time Series and the Use of an Information CriterionPublished by Elsevier ,1976
- Markovian Representation of Stochastic Processes by Canonical VariablesSIAM Journal on Control, 1975
- Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processesAnnals of the Institute of Statistical Mathematics, 1974
- Block Toeplitz Matrix InversionSIAM Journal on Applied Mathematics, 1973