Parameter estimation of ARMA processes (Q1177488)
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scientific article; zbMATH DE number 20606
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation of ARMA processes |
scientific article; zbMATH DE number 20606 |
Statements
Parameter estimation of ARMA processes (English)
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26 June 1992
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autoregressive-moving average process
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stochastic difference equation
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Yule-Walker equations
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algebraic properties
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elements of inverse covariance matrices of ARMA processes
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new estimation algorithms
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