A generalized least squares estimation method for invertible vector moving average models (Q1389414): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/s0165-1765(97)00210-3 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1966129317 / rank | |||
Normal rank |
Latest revision as of 12:00, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A generalized least squares estimation method for invertible vector moving average models |
scientific article |
Statements
A generalized least squares estimation method for invertible vector moving average models (English)
0 references
30 June 1998
0 references
VARMA models estimation
0 references
model specification
0 references