A note on the derivation of theoretical autocovariances for ARMA models (Q4720613)
From MaRDI portal
scientific article; zbMATH DE number 3992723
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the derivation of theoretical autocovariances for ARMA models |
scientific article; zbMATH DE number 3992723 |
Statements
A note on the derivation of theoretical autocovariances for ARMA models (English)
0 references
1986
0 references
McLeod's algorithm
0 references
theoretical autocovariances
0 references
ARMA model
0 references
stationarity
0 references
