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scientific article; zbMATH DE number 3610625
| Language | Label | Description | Also known as |
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| English | No label defined |
scientific article; zbMATH DE number 3610625 |
Statements
1977
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Sample Memory Autoregressive Spectral Density Matrix Estimator
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Multiple Time Series
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Order of Approximating Autoregressive Schemes
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Sample Spectral Density Matrix
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Sample Covariance Matrix
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Sample Autoregressive Coefficients
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Yule-Walker Equations
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Sample Memory Prediction Error Covariance Matrix
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Sample Autoregressive Transfer Function
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Numerical Simulation
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