Pages that link to "Item:Q4221796"
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The following pages link to ESTIMATION OF THE COEFFICIENTS OF A MULTIVARIATE LINEAR FILTER USING THE INNOVATIONS ALGORITHM (Q4221796):
Displaying 3 items.
- An innovations algorithm for the prediction of functional linear processes (Q512020) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Estimating wold matrices and vector moving average processes (Q4997695) (← links)
