On the sufficient statistics for multivariate ARMA models: approximate approach (Q840970)
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scientific article; zbMATH DE number 5603770
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| English | On the sufficient statistics for multivariate ARMA models: approximate approach |
scientific article; zbMATH DE number 5603770 |
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On the sufficient statistics for multivariate ARMA models: approximate approach (English)
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14 September 2009
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multivariate ARMA
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sufficient statistic
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approximate sufficient statistic
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0.8366268873214722
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0.776398777961731
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0.7412064075469971
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