The second order properties of a time series recursion (Q1161024)
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scientific article; zbMATH DE number 3750126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The second order properties of a time series recursion |
scientific article; zbMATH DE number 3750126 |
Statements
The second order properties of a time series recursion (English)
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1981
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innovation sequence of ARMAX model
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martingale difference sequence
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maximum likelihood estimation
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invariance principle
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Gaussian process
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Wiener process
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