The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages (Q4606961): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q993803 |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Tucker S. McElroy / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/jtsa.12276 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2771434449 / rank | |||
Normal rank | |||
Latest revision as of 00:17, 20 March 2024
scientific article; zbMATH DE number 6848863
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages |
scientific article; zbMATH DE number 6848863 |
Statements
The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages (English)
0 references
9 March 2018
0 references
spectral factorization
0 references
stability
0 references
vector autoregression
0 references
