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A NOTE ON ARMA ESTIMATION - MaRDI portal

A NOTE ON ARMA ESTIMATION (Q3666098)

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A NOTE ON ARMA ESTIMATION
scientific article

    Statements

    title
    A NOTE ON ARMA ESTIMATION (English)
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    author
    Hong-Zhi An
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    Zhao-Guo Chen
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    E. J. Hannan
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    publication date
    1983
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    zbMATH Keywords
    ARMA estimation
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    autoregressive-moving average process
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    initial parameter estimates
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    order
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    McMillan degree
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    Kronecker indices
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    manifold
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    Hankel matrix
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    Identifiers

    zbMATH DE Number
    3818922
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    OpenAlex ID
    W2051687902
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