The partial autocorrelation function of an ARMA (1,1) process (Q1186465)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The partial autocorrelation function of an ARMA (1,1) process |
scientific article |
Statements
The partial autocorrelation function of an ARMA (1,1) process (English)
0 references
28 June 1992
0 references
Yule-Walker equations
0 references
explicit expression
0 references
partial autocorrelation function
0 references
ARMA (1,1) process
0 references
