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 ...
Deep Learning with Yacine on MSN
Building Multivariate Linear Regression in C++ — No Libraries, Just Code
Want to understand how multivariate linear regression really works under the hood? In this video, we build it from scratch in C++—no machine learning libraries, just raw code and linear algebra. Ideal ...
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 ...
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