Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function (Q3746731): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03610928708829357 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2136387168 / rank | |||
Normal rank | |||
Revision as of 00:09, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function |
scientific article |
Statements
Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function (English)
0 references
1987
0 references
multivariate moving average model
0 references
inverse autocovariance estimator
0 references
smoothed periodogram
0 references
asymptotic efficiency
0 references
simulations
0 references
