Time series in m-dimensions definition, problems and prospects: Time series in m-dimensions definition

We define time series in m dimensions x, as follows: the observed variable z depends on and similarly n time series in m variables where f(x,t) and x are vectors. This is the discrete case. The continuous case is similar. Distinction is made between m time series in zero dimension, at a particular p...

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Veröffentlicht in:Communications in statistics. Simulation and computation 1980-01, Vol.9 (5), p.453-465
1. Verfasser: Aroian, Leo A.
Format: Artikel
Sprache:eng
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Zusammenfassung:We define time series in m dimensions x, as follows: the observed variable z depends on and similarly n time series in m variables where f(x,t) and x are vectors. This is the discrete case. The continuous case is similar. Distinction is made between m time series in zero dimension, at a particular point x, and one time series in m dimensions.
ISSN:0361-0918
1532-4141
DOI:10.1080/03610918008812168