Estimation of the moving average representation of a stationary nondeterministic process

DOI10.1093/BIOMET/63.2.408MaRDI QIDQ4095736zbMATH OpenOpenAlexFDO

Authors R. J. Bhansali

Publication date 1976

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/63.2.408

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(2)

• Frequency domain inference for univariate impulse responses
• ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING

This page was built for publication: Estimation of the moving average representation of a stationary nondeterministic process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4095736)