On the rate of convergence of the innovation representation of a moving average process (Q3687558)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the rate of convergence of the innovation representation of a moving average process |
scientific article |
Statements
On the rate of convergence of the innovation representation of a moving average process (English)
0 references
1985
0 references
Cholesky factorization
0 references
time series
0 references
moving average process
0 references
moving average polynomial
0 references
roots on the unit circle
0 references
mixed autoregressive moving average models
0 references
multivariate models
0 references
