A Duality Between Autoregressive and Moving Average Processes Concerning Their Least Squares Parameter Estimates
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Publication:5591201
DOI10.1214/aoms/1177697081zbMath0195.19704OpenAlexW2092107514MaRDI QIDQ5591201
Publication date: 1970
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697081
Related Items (2)
Ian McLeod’s Contribution to Time Series Analysis—A Tribute ⋮ ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES
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