scientific article

zbMath0566.62077MaRDI QIDQ3681786

Alain F. Berlinet

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

ARMA processreviewrank estimationempirical autocorrelation functionorder estimationestimated covariance sequencerank behaviour of the Hankel matrix

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items

Sequence transformations as statistical tools, The \(\epsilon\)-algorithm for the identification of a transfer-function model: Some applications, Convergence acceleration methods: The past decade