An efficient method to compute consistent estimates of the AR parameters of an ARMA model (Q3722391)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient method to compute consistent estimates of the AR parameters of an ARMA model |
scientific article |
Statements
An efficient method to compute consistent estimates of the AR parameters of an ARMA model (English)
0 references
1986
0 references
autoregressive moving-average model
0 references
autoregressive parameters
0 references
computationally efficient method
0 references
consistent estimation
0 references
modified Yule- Walker estimates
0 references
