ABSTRACT
In this chapter we investigate properties of multidimensional, weakly stationary time series, similarly to the 1D case. From the literature we use the following important ones: [13, 17, 25, 31, 32, 40, 41, 44, 46, 54, 58, 61, 66, 67]. In contrast to Chapter 2, here we proceed deductively: from the most general constant rank processes, via regular (causal) ones, to the VARMA (vector autoregressive) processes and state space models.
