Q3477847 (Q3477847): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:32, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1990
0 references
autoregressive moving average processes
0 references
multivariate time series
0 references
Matrix expressions
0 references
theoretical autocovariances
0 references
computing autocovariance sequences of multivariate ARMA processes
0 references
exact maximum likelihood estimation
0 references
closed form expressions
0 references
algorithms
0 references
