A note on obtaining the theoretical autocovariances of an ARMA process (Q4742199)
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scientific article; zbMATH DE number 3797062
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on obtaining the theoretical autocovariances of an ARMA process |
scientific article; zbMATH DE number 3797062 |
Statements
A note on obtaining the theoretical autocovariances of an ARMA process (English)
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1982
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theoretical autocovariances
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likelihood of stationary ARMA process
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stable fixed point iteration
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vector ARMA
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