Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function (Q3746731)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function |
scientific article |
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Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function (English)
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1987
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multivariate moving average model
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inverse autocovariance estimator
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smoothed periodogram
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asymptotic efficiency
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simulations
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