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Partial autocorrelation function for spatial processes

โœ Scribed by Tonya Etchison; Sastry G. Pantula; Cavell Brownie


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
654 KB
Volume
21
Category
Article
ISSN
0167-7152

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Sample Partial Autocorrelation Function
โœ S. Degerine ๐Ÿ“‚ Article ๐Ÿ“… 1994 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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