RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4715705): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 18:02, 5 March 2024
scientific article; zbMATH DE number 946815
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES |
scientific article; zbMATH DE number 946815 |
Statements
RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (English)
0 references
1 April 1997
0 references
forward and backward predictors
0 references
identification
0 references
periodically correlated processes
0 references
order determination
0 references
periodic autoregressive moving-average processes
0 references
recursive computation
0 references
stationary multivariate ARMA processes
0 references
simultaneous estimation
0 references
