Computation of the theoretical autocovariance function for a vector arma process (Q3889971)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3696332
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Computation of the theoretical autocovariance function for a vector arma process |
scientific article; zbMATH DE number 3696332 |
Statements
Computation of the theoretical autocovariance function for a vector arma process (English)
0 references
1980
0 references
computation of theoretical autocovariance function
0 references
vector ARMA process
0 references
algorithm
0 references
parameter estimation
0 references
residual autocorrelations
0 references
