ESTIMATION IN MULTIPLE AUTOREGRESSIVE-MOVING AVERAGE MODELS USING PERIODICITY (Q3773124)
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scientific article; zbMATH DE number 4032861
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| English | ESTIMATION IN MULTIPLE AUTOREGRESSIVE-MOVING AVERAGE MODELS USING PERIODICITY |
scientific article; zbMATH DE number 4032861 |
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ESTIMATION IN MULTIPLE AUTOREGRESSIVE-MOVING AVERAGE MODELS USING PERIODICITY (English)
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1987
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multiple autoregressive-moving average model
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periodic ARMA processes
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Yule-Walker equations
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AR parameter estimates
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estimated residuals
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numerical illustrations
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0.8431751132011414
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0.8120648860931396
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