Recursive identification for multidimensional ARMA processes with increasing variance (Q866181)
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scientific article; zbMATH DE number 5128643
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| English | Recursive identification for multidimensional ARMA processes with increasing variance |
scientific article; zbMATH DE number 5128643 |
Statements
Recursive identification for multidimensional ARMA processes with increasing variance (English)
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20 February 2007
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recursive estimation
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martingale difference sequence
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0.7757654190063477
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0.7754193544387817
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0.7690714597702026
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0.7690714597702026
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