Moving-average representation of autoregressive approximations (Q1910902): Difference between revisions

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+https://doi.org/10.1016/0304-4149(95)00061-5
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+W2066778934
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@@ Property / cites work @@
+Autocorrelation, autoregression and autoregressive approximation
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+Consistent autoregressive spectral estimates
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+ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING
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+REGRESSION, AUTOREGRESSION MODELS
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+ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
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+ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS
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+Central Limit Theorems for dependent variables. I
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