𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A weakly dependence structure of multivariate processes

✍ Scribed by Jong-Il Baek


Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
443 KB
Volume
34
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


On the Dependence of Structure of Multiv
✍ N. Ebrahimi πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 439 KB

A direct approach to derive dependence properties among the hitting times of two processes has been initiated by N. Ebrahimi (1987, J. Appl. Probab. 24 115-122) and explored further by N. Ebrahimi and T. Ramalingam (1988, J. Appl. Probab. 25 355-362; 1989, J. Appl. Probab. 26 287-295). In this paper

ANALYSIS OF A MULTIVARIATE AUTOREGRESSIV
✍ J. Lardies πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 273 KB

This paper deals with the estimation of the order, the parameters, and the spectrum of a process modeled by a multivariate autoregressive time series. When large samples are available, the order of a noisy multivariate autoregressive process is determined (independently of the probability law govern