Factorizing multivariate time series operators
- 1 June 1981
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 11 (2) , 244-249
- https://doi.org/10.1016/0047-259x(81)90111-1
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- On the fitting of multivariate processes of the autoregressive-moving average typeBiometrika, 1978
- Multiple Time Series Analysis and the Final Form of Econometric ModelsEconometrica, 1977
- A canonical analysis of multiple time seriesBiometrika, 1977
- The Algebraic Theory of Matrix PolynomialsSIAM Journal on Numerical Analysis, 1976