A single series representation of multiple independent ARMA processes (Q2930892)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A single series representation of multiple independent ARMA processes |
scientific article |
Statements
A single series representation of multiple independent ARMA processes (English)
0 references
20 November 2014
0 references
univariate ARMA
0 references
interleaving
0 references
simultaneous estimation
0 references
multiple time series
0 references