Linear time series variance (Q3777274)
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scientific article; zbMATH DE number 4039067
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Linear time series variance |
scientific article; zbMATH DE number 4039067 |
Statements
Linear time series variance (English)
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1988
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variance of a linear stationary time series
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state space model
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low order in autoregressive parameters
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multivariable time series
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0.7556501626968384
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0.7523185014724731
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0.7229393124580383
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