Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function (Q3746731): Difference between revisions

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Latest revision as of 17:55, 17 June 2024

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Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function
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    Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function (English)
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    1987
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    multivariate moving average model
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    inverse autocovariance estimator
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    smoothed periodogram
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    asymptotic efficiency
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    simulations
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