Graphical interaction models for multivariate time series

Metrika

Volumn 51, Issue 2, 2000, Pages 157-172

  Dahlhaus, Rainer ^a  

^a UNIVERSITY OF HEIDELBERG   (Germany)

Author keywords

Air pollution data; Graphical models; Multivariate autoregressive processes; Multivariate time series; Partial spectral coherence; Spectral estimates

Indexed keywords

EID: 0034354940     PISSN: 00261335     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001840000055     Document Type: Article

References (12)

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