On the sufficient statistics for multivariate ARMA models: approximate approach (Q840970)
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 5603770
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the sufficient statistics for multivariate ARMA models: approximate approach |
scientific article; zbMATH DE number 5603770 |
Statements
On the sufficient statistics for multivariate ARMA models: approximate approach (English)
0 references
14 September 2009
0 references
multivariate ARMA
0 references
sufficient statistic
0 references
approximate sufficient statistic
0 references
0 references
0.8366268873214722
0 references
0.776398777961731
0 references
0.7412064075469971
0 references
