THE JOINT MOMENT GENERATING FUNCTION OF QUADRATIC FORMS IN MULTIVARIATE AUTOREGRESSIVE SERIES

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On Multivariate Hermitian Quadratic Forms

Quantifier elimination over real closed fields (real QE) is an important area of research for various fields of mathematics and computer science. Though the cylindrical algebraic decomposition (CAD) algorithm introduced by G. E. Collins [4] and improved by many successive works has been considered as the most efficient method for a general real QE problem up to the present date, we may have a m...

متن کامل

Multivariate Autoregressive Modelling of fMRI time series

We propose the use of Multivariate Autoregressive (MAR) models of fMRI time series to make inferences about functional integration within the human brain. The method is demonstrated with synthetic and real data showing how such models are able to characterise inter-regional dependence. We extend linear MAR models to accommodate nonlinear interactions to model top-down modulatory processes with ...

متن کامل

Multivariate autoregressive modeling of fMRI time series.

We propose the use of multivariate autoregressive (MAR) models of functional magnetic resonance imaging time series to make inferences about functional integration within the human brain. The method is demonstrated with synthetic and real data showing how such models are able to characterize interregional dependence. We extend linear MAR models to accommodate nonlinear interactions to model top...

متن کامل

Applications of quadratic D-forms to generalized quadratic forms

In this paper, we study generalized quadratic forms over a division algebra with involution of the first kind in characteristic two. For this, we associate to every generalized quadratic from a quadratic form on its underlying vector space. It is shown that this form determines the isotropy behavior and the isometry class of generalized quadratic forms.

متن کامل

Modeling and Generating Multivariate Time Series with Arbitrary Marginals Using a Vector Autoregressive Technique

We present a model for representing stationary multivariate time series with arbitrary marginal distributions and autocorrelation structures and describe how to generate data quickly and accurately to drive computer simulations. The central idea is to transform a Gaussian vector autoregressive process into the desired multivariate time-series input process that we presume as having a VARTA (Vec...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Econometric Theory

سال: 2001

ISSN: 0266-4666,1469-4360

DOI: 10.1017/s0266466601171070