A characterization of the inverse autocorrelation function (Q5185870): Difference between revisions

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+INVERSE AUTOCOVARIANCES AND A MEASURE OF LINEAR DETERMINISM FOR A STATIONARY PROCESS
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+Autoregressive and window estimates of the inverse correlation function
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+The evaluation of certain quadratic forms occurring in autoregressive model fitting
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+Inverse Autocorrelations
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+A direct representation for the maximum likelihood estimator of a Gaussian moving average process
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+Modified maximum likelihood estimation of Gaussian moving averages using a pseudoquadratic convergence criterion
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+On the maximum likelihood estimation of the parameters of a Gaussian moving average process
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+Q3247497
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+Estimating the order of moving average models: the max X<sup>2</sup>method
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+The estimation of parameters for autoregressive-moving average models from sample autocovariances
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+Q3323077
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+Q5511769
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+An approximate inverse for the covariance matrix of moving average and autoregressive processes
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