STATIONARY MULTIVARIATE TIME SERIES ANALYSIS

作者: Karien Malan

DOI:

关键词:

摘要:

参考文章(41)
B. G. Quinn, Order Determination for a Multivariate Autoregression Journal of the Royal Statistical Society: Series B (Methodological). ,vol. 42, pp. 182- 185 ,(1980) , 10.1111/J.2517-6161.1980.TB01116.X
David Ray Anderson, Dennis J Sweeney, Thomas Arthur Williams, None, Contemporary Business Statistics With Microsoft Excel ,(2000)
W. K. Li, A. I. McLeod, Distribution of the Residual Autocorrelations in Multivariate Arma Time Series Models Journal of the Royal Statistical Society: Series B (Methodological). ,vol. 43, pp. 231- 239 ,(1981) , 10.1111/J.2517-6161.1981.TB01175.X
Maurice Henry Quenouille, The analysis of multiple time-series ,(1957)
David A. Dickey, Wayne A. Fuller, Distribution of the Estimators for Autoregressive Time Series with a Unit Root Journal of the American Statistical Association. ,vol. 74, pp. 427- 431 ,(1979) , 10.1080/01621459.1979.10482531
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
Rafael Flores De Frutos, Gregorio Serrano, A generalized least squares estimation method for VARMA models Statistics. ,vol. 36, pp. 303- 316 ,(2002) , 10.1080/02331880213193
Helmut Lütkepohl, D. S. Poskitt, Specification of Echelon-Form VARMA Models Journal of Business & Economic Statistics. ,vol. 14, pp. 69- 79 ,(1996) , 10.1080/07350015.1996.10524630