We study the time-reversibility of multivariate linear processes, introducing a necessary and sufficient condition related to linear transforms of the multivariate linear process. Conditions analogous ...

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 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 ...