A Proposal for Estimation of the Parameters of Multivariate Moving-average Models (Q3838315)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Proposal for Estimation of the Parameters of Multivariate Moving-average Models |
scientific article |
Statements
A Proposal for Estimation of the Parameters of Multivariate Moving-average Models (English)
0 references
9 August 1998
0 references
bootstrap
0 references
RIVE
0 references
random initial value estimators
0 references
preliminary estimation
0 references
multivariate moving-average processes
0 references