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scientific article; zbMATH DE number 4143301
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| English | No label defined |
scientific article; zbMATH DE number 4143301 |
Statements
1990
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algorithms
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time-domain approach
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time series
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autocorrelation function
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stationary autoregressive-moving average
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tests of hypotheses
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confidence intervals
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autocorrelations
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tests of randomness
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rank autocorrelations
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corner method
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identification of ARMA models
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sample innovations
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fast Kalman filter algorithm
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forecasting
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pseudo-maximum likelihood procedure
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recursive estimation methods
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asymptotic covariance matrix
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maximum likelihood estimators
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0.8438619
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0.83562946
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