A simple nearly unbiased estimator of cross-covariances (Q4997697)
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scientific article; zbMATH DE number 7364931
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| English | A simple nearly unbiased estimator of cross-covariances |
scientific article; zbMATH DE number 7364931 |
Statements
A simple nearly unbiased estimator of cross‐covariances (English)
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30 June 2021
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cross-covariance
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bias
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multi-variate time series
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vector moving average (VMA) model
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0.8140873908996582
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0.7404119372367859
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0.7393009066581726
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0.7377104163169861
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