An efficient method for the estimation of multivariate moving averge models (Q3474140)
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scientific article; zbMATH DE number 4141340
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An efficient method for the estimation of multivariate moving averge models |
scientific article; zbMATH DE number 4141340 |
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An efficient method for the estimation of multivariate moving averge models (English)
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1988
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long autoregression
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multivariate moving average model
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Strong consistency
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asymptotic normality
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0.8446035385131836
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0.8438833951950073
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0.8244503736495972
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0.8171818256378174
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