Forward Moving Average Representations for MA Processes of Finite Order: Multivariate Stationary and Periodically Correlated (Q2815349)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Forward Moving Average Representations for MA Processes of Finite Order: Multivariate Stationary and Periodically Correlated
scientific article

    Statements

    Forward Moving Average Representations for MA Processes of Finite Order: Multivariate Stationary and Periodically Correlated (English)
    0 references
    0 references
    0 references
    28 June 2016
    0 references
    backward and forward moving average representations
    0 references
    multivariate moving average processes
    0 references
    periodically correlated processes
    0 references
    spectral factorization
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references