ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING (Q3197165)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING |
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ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING (English)
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1989
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ARMA process
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asymptotic normality
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recursive order determination
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autoregressive moving-average process
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moving-average representation
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stationary process
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autoregressive model fitting
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linear innovations
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inverting the autoregressive transfer function
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time series
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bias
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