Dissertation Information for Antonie StamNAME:
DEGREE:
DISCIPLINE:
SCHOOL: ADVISORS: COMMITTEE MEMBERS: 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 StamA = 0 Advisors and Advisees Graph |