Testing for fundamental vector moving average representations (Q4586305)
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scientific article; zbMATH DE number 6935808
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing for fundamental vector moving average representations |
scientific article; zbMATH DE number 6935808 |
Statements
Testing for fundamental vector moving average representations (English)
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12 September 2018
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fundamental representations
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generalized spectrum
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identification
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invertible moving average
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martingale difference sequence (MDS)
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0.763751745223999
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0.7448850274085999
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0.7443762421607971
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0.7406323552131653
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0.7387856245040894
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