The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages (Q4606961)
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: The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages |
scientific article; zbMATH DE number 6848863
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages |
scientific article; zbMATH DE number 6848863 |
Statements
The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages (English)
0 references
9 March 2018
0 references
spectral factorization
0 references
stability
0 references
vector autoregression
0 references
