Parameter estimation of ARMA processes (Q1177488)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parameter estimation of ARMA processes |
scientific article; zbMATH DE number 20606
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parameter estimation of ARMA processes |
scientific article; zbMATH DE number 20606 |
Statements
Parameter estimation of ARMA processes (English)
0 references
26 June 1992
0 references
autoregressive-moving average process
0 references
stochastic difference equation
0 references
Yule-Walker equations
0 references
algebraic properties
0 references
elements of inverse covariance matrices of ARMA processes
0 references
new estimation algorithms
0 references
