Recursive estimation of mixed autoregressive-moving average order (Q3957830): Difference between revisions
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Revision as of 21:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive estimation of mixed autoregressive-moving average order |
scientific article |
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Recursive estimation of mixed autoregressive-moving average order (English)
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1982
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recursive estimation of mixed autoregressive-moving average order
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asymptotic properties
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best coding
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martingale
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strong convergence
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vector autoregression
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stationary, ergodic process
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innovations
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