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"A time varying coefficient vector AR modeling of nonstationary covariance ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Xing-Qi Jiang, Genshiro Kitagawa (1993)

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DOI: 10.1016/0165-1684(93)90129-X

access: closed

type: Journal Article

metadata version: 2020-02-22

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Xing-Qi Jiang, Genshiro Kitagawa:
A time varying coefficient vector AR modeling of nonstationary covariance time series. Signal Process. 33(3): 315-331 (1993)

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