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Dissertation Information for Antonie Stam

NAME:
- Antonie Stam

DEGREE:
- Ph.D.

DISCIPLINE:
- Statistics

SCHOOL:
- University of Kansas (USA) (1986)

ADVISORS:
- None

COMMITTEE MEMBERS:
- None

MPACT Status: Incomplete - Not_Inspected

Title: ORDER REDUCTIONS FOR THE MARGINALS OF MULTIVARIATE ARIMA TIME SERIES MODELS

Abstract: In this dissertation the form of the marginal models of the univariate time series associated with a vector of time series which follow a known multivariate ARMA model are derived. The orders of the marginal models when the autoregressive coefficient matrix of the vector time series has repeated eigenvalues or special structures are investigated. Potential future applications of the results for multivariate time series modeling are indicated.

MPACT Scores for Antonie Stam

A = 0
C = 1
A+C = 1
T = 0
G = 0
W = 0
TD = 0
TA = 0
calculated 2008-01-31 06:19:41

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