The auto-regression and the moving-average (Q963863): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 02:44, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The auto-regression and the moving-average |
scientific article |
Statements
The auto-regression and the moving-average (English)
0 references
14 April 2010
0 references
Gaussian likelihood
0 references
innovations algorithm
0 references
inverse variance matrix
0 references