๐”– Bobbio Scriptorium
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Variance of the Sample Space-Time Autocorrelation Function

โœ Scribed by Phillip E. Pfeifer and Stuart Jay Deutsch

Book ID
125789831
Publisher
Blackwell Publishing
Year
1981
Tongue
English
Weight
949 KB
Volume
43
Category
Article
ISSN
0035-9246

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๐Ÿ“œ SIMILAR VOLUMES

Sample Partial Autocorrelation Function
Sample Partial Autocorrelation Function of a Multivariate Time Series
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