On the rate of convergence of the innovation representation of a moving average process
type: Item
instance of: scholarly article
title: On the rate of convergence of the innovation representation of a moving average process
zbMATH Open document ID: 0571.62083
author: Craig F. Ansley
author: Robert Kohn
published in: Biometrika
publication date: 1985-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 3911538
zbMATH Keywords: Cholesky factorization
zbMATH Keywords: time series
zbMATH Keywords: moving average process
zbMATH Keywords: moving average polynomial
zbMATH Keywords: roots on the unit circle
zbMATH Keywords: mixed autoregressive moving average models
zbMATH Keywords: multivariate models
describes a project that uses: AS 154
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1093/biomet/72.2.325
OpenAlex ID: W2028347537
DOI: 10.1093/BIOMET/72.2.325
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description: scientific article