Estimation of the Polynomial Matrices of Vector Moving Average Processes (Q3350578)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the Polynomial Matrices of Vector Moving Average Processes |
scientific article |
Statements
Estimation of the Polynomial Matrices of Vector Moving Average Processes (English)
0 references
1987
0 references
multiple time series
0 references
preliminary linear estimation
0 references
sum of squares function
0 references
simulation
0 references
polynomial matrices of vector time series models
0 references
maximum likelihood procedures
0 references
0 references
