The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages (Q4606961)
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scientific article; zbMATH DE number 6848863
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages |
scientific article; zbMATH DE number 6848863 |
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The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages (English)
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9 March 2018
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spectral factorization
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stability
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vector autoregression
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