Forward moving average representation in multivariate MA(1) processes (Q3562444)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Forward moving average representation in multivariate MA(1) processes |
scientific article; zbMATH DE number 5710564
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Forward moving average representation in multivariate MA(1) processes |
scientific article; zbMATH DE number 5710564 |
Statements
Forward Moving Average Representation in Multivariate MA(1) Processes (English)
0 references
21 May 2010
0 references
backward- and forward-moving average representations
0 references
multivariate moving average processes
0 references
spectral factorization
0 references
0 references
0.917691171169281
0 references
0.8583154678344727
0 references
0.7652212977409363
0 references
0.7616823315620422
0 references
0.7439479827880859
0 references
