A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
DOI10.1111/j.1467-9892.1991.tb00086.xzbMath0736.62076OpenAlexW2047435674MaRDI QIDQ3985817
Publication date: 27 June 1992
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1991.tb00086.x
time seriesGaussian processesspectrumperiodogramsystems of linear equationsone-step estimatelinear estimation procedureautoregressive moving-average processesiterative estimatesweighted linear least-squares problem
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Cites Work
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