On the estimation of variance for autoregressive and moving average processes (Corresp.) (Q3711571)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation of variance for autoregressive and moving average processes (Corresp.) |
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On the estimation of variance for autoregressive and moving average processes (Corresp.) (English)
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1986
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time series
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second-order statistics
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autoregressive (AR) process
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asymptotically efficient
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moving-average
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Closed-form expressions
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Cramér-Rao bound
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variance estimation
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sample-variance estimator
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