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 ...

Multivariate functional data are increasingly encountered in data analysis, whereas statistical models for such data are not well developed yet. Motivated by a case-study where one aims to quantify ...

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!