Recursive estimation of mixed autoregressive-moving average order (Q3957830)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive estimation of mixed autoregressive-moving average order |
scientific article |
Statements
Recursive estimation of mixed autoregressive-moving average order (English)
0 references
1982
0 references
recursive estimation of mixed autoregressive-moving average order
0 references
asymptotic properties
0 references
best coding
0 references
martingale
0 references
strong convergence
0 references
vector autoregression
0 references
stationary, ergodic process
0 references
innovations
0 references
