ESTIMATION IN MULTIPLE AUTOREGRESSIVE-MOVING AVERAGE MODELS USING PERIODICITY (Q3773124)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: ESTIMATION IN MULTIPLE AUTOREGRESSIVE-MOVING AVERAGE MODELS USING PERIODICITY |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION IN MULTIPLE AUTOREGRESSIVE-MOVING AVERAGE MODELS USING PERIODICITY |
scientific article |
Statements
ESTIMATION IN MULTIPLE AUTOREGRESSIVE-MOVING AVERAGE MODELS USING PERIODICITY (English)
0 references
1987
0 references
multiple autoregressive-moving average model
0 references
periodic ARMA processes
0 references
Yule-Walker equations
0 references
AR parameter estimates
0 references
estimated residuals
0 references
numerical illustrations
0 references
