We develop an asymptotic theory for the first two sample moments of a stationary multivariate long memory process under fairly general conditions. In this theory the convergence rates and the limits ...

This paper is in three parts. The first deals with the algebraic and topological structure of spaces of rational transfer function linear systems--ARMAX systems, as they have been called. This ...

This paper considers the problem of jointly decomposing a set of time series variables into cyclical and trend components, subject to sets of stochastic linear restrictions among these cyclical and ...

Learn how to build a multivariate linear regression model step by step—no libraries, just pure C++ logic! Mary Trump issues warning on long-term impact of Donald Trump move I Built a 1500HP Big Block ...