Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization (Q1154190)
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scientific article; zbMATH DE number 3727390
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization |
scientific article; zbMATH DE number 3727390 |
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Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization (English)
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1981
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Gram-Schmidt orthogonalization
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autoregressive-moving average models
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residual autocorrelations
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maximum likelihood estimation
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