Estimation of parameters and eigenmodes of multivariate autoregressive models

ACM Transactions on Mathematical Software

Volumn 27, Issue 1, 2001, Pages 27-57

  Neumaier, Arnold ^a   Schneider, Tapio ^b  

^a UNIVERSITY OF VIENNA   (Austria)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

G.3 Mathematics of Computing : Probability and Statistics Markov processes; I.6.4 Simulation and Modeling : Model Validation and Analysis; Multivariate statistics; Statistical computing; Stochastic processes; Time series analysis

Indexed keywords

EID: 0002537923     PISSN: 00983500     EISSN: None     Source Type: Journal    
DOI: 10.1145/382043.382304     Document Type: Article

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