BURG

Peter J. Brockwell and Richard A. Davis
Additional contact information
Peter J. Brockwell: Royal Melbourne Institute of Technology, Mathematics Department
Richard A. Davis: Colorado State University, Department of Statistics

Chapter 7 in ITSM for Windows, 1994, pp 91-94 from Springer

Abstract: Abstract Like ARVEC, the program BURG fits a multivariate autoregression (of order p

Keywords: Component Series; Multivariate Time Series; Order Selection; Title Page; ASCII File (search for similar items in EconPapers)
Date: 1994
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-2676-5_7

Ordering information: This item can be ordered from
http://www.springer.com/9781461226765

DOI: 10.1007/978-1-4612-2676-5_7

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().