Yule-Walker estimation for the moving-average model
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Cites work
- scientific article; zbMATH DE number 3513115 (Why is no real title available?)
- Edge effects and efficient parameter estimation for stationary random fields
- Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
- Modelling data observed irregularly over space and regularly in time
- Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\)
- ON STATIONARY PROCESSES IN THE PLANE
- Parameter estimation for a stationary process on a d-dimensional lattice
- The estimation of frequency
- Time series: theory and methods.
Cited in
(4)- scientific article; zbMATH DE number 4001262 (Why is no real title available?)
- An efficient method for the estimation of multivariate moving averge models
- Zur Lösung der Yule-Walker-Gleichungen. (On the solution of the Yule- Walker equations)
- Bilinear representation of non-stationary autoregressive time series
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