𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Characterization of the partial autocorrelation function of nonstationary time series

✍ Scribed by Serge Dégerine; Sophie Lambert-Lacroix


Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
186 KB
Volume
87
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Sample Partial Autocorrelation Function
✍ S. Degerine 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 743 KB

The choice of a matrix square root in order to define a correlation coefficient is crucial for the notion of partial autocorrelation function (PACF) for a multivariate time series. Here this topic is revisited and, introducing a new matrix link coefficient between two random vectors, a general frame