The following pages link to (Q4002212):
Displaying 8 items.
- Exponential decay rate of partial autocorrelation coefficients of ARMA and short-memory processes (Q273734) (← links)
- Computation of vector ARMA autocovariances (Q514119) (← links)
- Approximate predictor and filter for partially observed vector ARMA processes (Q1075732) (← links)
- (Q3197721) (← links)
- (Q3462629) (← links)
- ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP (Q4021568) (← links)
- ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES (Q4299039) (← links)
- A note on the derivation of theoretical autocovariances for ARMA models (Q4720613) (← links)