A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q3985817)
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scientific article; zbMATH DE number 27812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES |
scientific article; zbMATH DE number 27812 |
Statements
A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (English)
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27 June 1992
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linear estimation procedure
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autoregressive moving-average processes
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spectrum
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weighted linear least-squares problem
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systems of linear equations
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one-step estimate
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Gaussian processes
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periodogram
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time series
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iterative estimates
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