Stationary reversible processes of a moving average and autorepression with residuals as a moving average

DOI10.1134/s1063454123030093OpenAlexW4387099983MaRDI QIDQ6060231

Tatiana M. Tovstik

Publication date: 3 November 2023

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1063454123030093

zbMATH Keywords

parameter estimationmoving-average processesautoregression with moving-average residualsmoving average of finite orderstationary reversible processes

Mathematics Subject Classification ID

Statistics (62-XX) Information and communication theory, circuits (94-XX)

Cites Work

• EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
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