Spectral Factorization of Multiple Time Series
β Scribed by Jon F. Claerbout
- Book ID
- 124279538
- Publisher
- Oxford University Press
- Year
- 1966
- Tongue
- English
- Weight
- 408 KB
- Volume
- 53
- Category
- Article
- ISSN
- 0006-3444
- DOI
- 10.2307/2334078
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## Abstract The PeΓ±aβBox model is considered for finding the timeβeffect factors of a multiple time series. This paper first establishes the connection between the PeΓ±aβBox model and the vector ARMA model. According to the PeΓ±aβBox model, some series can be ignored while modelling the vector ARMA m
Multiple time series usually arise in measurements on physical systems in one of two ways. The first way is when a set of time series arise on an 'equal footing.' A distant explosion might be recorded at several contiguous recording sites. From such series can be determined, for example, characteris