FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS (Q4204975)
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scientific article; zbMATH DE number 4124847
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS |
scientific article; zbMATH DE number 4124847 |
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FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS (English)
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1989
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multiple time series
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sum of squares function
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double regression
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linear methods
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vector autoregressive moving-average
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maximum likelihood estimation
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identification of nonzero elements
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VARMA polynomial structures
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