A generalized least squares estimation method for invertible vector moving average models (Q1389414)
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scientific article; zbMATH DE number 1170145
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A generalized least squares estimation method for invertible vector moving average models |
scientific article; zbMATH DE number 1170145 |
Statements
A generalized least squares estimation method for invertible vector moving average models (English)
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30 June 1998
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VARMA models estimation
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model specification
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0.9045146107673644
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0.806333065032959
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0.7797470688819885
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0.767194390296936
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