Modern trends in multivariate time-series analysis 2
作者： Jiří Anděl
DOI: 10.1080/02331887808801415
关键词:
摘要: (1978). Modern trends in multivariate time-series analysis. Series Statistics: Vol. 9, No. 1, pp. 141-158.
sci-hub.se 参考文章(45)
Habib Salehi, On the alternating projections theorem and bivariate stationary stochastic processes Transactions of the American Mathematical Society. ,vol. 128, pp. 121- 134 ,(1967) , 10.1090/S0002-9947-1967-0214135-5
Maurice Henry Quenouille, The analysis of multiple time-series ,(1957)
William S. Cleveland, Emanuel Parzen, The Estimation of Coherence, Frequency Response, and Envelope Delay Technometrics. ,vol. 17, pp. 167- ,(1975) , 10.2307/1268347
W. Dunsmuir, E. J. Hannan, VECTOR LINEAR TIME SERIES MODELS Advances in Applied Probability. ,vol. 8, pp. 339- 364 ,(1976) , 10.2307/1425908
HTROTUGU AKAIKE, Maximum likelihood identification of Gaussian autoregressive moving average models Biometrika. ,vol. 60, pp. 255- 265 ,(1973) , 10.1093/BIOMET/60.2.255
P. WHITTLE, On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix Biometrika. ,vol. 50, pp. 129- 134 ,(1963) , 10.1093/BIOMET/50.1-2.129
P.M Robinson, Generalized canonical analysis for time series Journal of Multivariate Analysis. ,vol. 3, pp. 141- 160 ,(1973) , 10.1016/0047-259X(73)90019-5
Richard H. Jones, Estimation of the Innovation Generalized Variance of a Multivariate Stationary Time Series Journal of the American Statistical Association. ,vol. 71, pp. 386- 388 ,(1976) , 10.1080/01621459.1976.10480354
Ratnam V. Chitturi, Distribution of Residual Autocorrelations in Multiple Autoregressive Schemes Journal of the American Statistical Association. ,vol. 69, pp. 928- 934 ,(1974) , 10.1080/01621459.1974.10480230