Vector autoregressive process. Stationarity and modeling

Standard

Vector autoregressive process. Stationarity and modeling. / Tovstik, T. M. .

In: Journal of Physics: Conference Series, Vol. 2099, 012068, 13.12.2021.

Research output: Contribution to journal › Conference article

BibTeX

@article{b8859f054dd442428afd7f6b54c2fb69,

title = "Vector autoregressive process. Stationarity and modeling",

keywords = "Vector autoregressive process, stationarity, modeling",

author = "Tovstik, {T. M.}",

year = "2021",

month = dec,

day = "13",

doi = "https://doi.org/10.1088/1742-6596/2099/1/012068",

language = "English",

volume = "2099",

journal = "Journal of Physics: Conference Series",

issn = "1742-6588",

publisher = "IOP Publishing Ltd.",

note = "International Conference «Marchuk Scientific Readings 2021» , MSR-2021 ; Conference date: 04-10-2021 Through 08-10-2021",

}

RIS

TY - JOUR

T1 - Vector autoregressive process. Stationarity and modeling

AU - Tovstik, T. M.

PY - 2021/12/13

Y1 - 2021/12/13

KW - Vector autoregressive process

KW - stationarity

KW - modeling

U2 - https://doi.org/10.1088/1742-6596/2099/1/012068

DO - https://doi.org/10.1088/1742-6596/2099/1/012068

M3 - Conference article

VL - 2099

JO - Journal of Physics: Conference Series

JF - Journal of Physics: Conference Series

SN - 1742-6588

M1 - 012068

T2 - International Conference «Marchuk Scientific Readings 2021»

Y2 - 4 October 2021 through 8 October 2021

ER -

ID: 91174463