Forward Moving Average Representation in Multivariate MA(1) Processes (Q3562444): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 02:57, 5 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Forward Moving Average Representation in Multivariate MA(1) Processes |
scientific article |
Statements
Forward Moving Average Representation in Multivariate MA(1) Processes (English)
0 references
21 May 2010
0 references
backward- and forward-moving average representations
0 references
multivariate moving average processes
0 references
spectral factorization
0 references