ESTIMATION OF COEFFICIENTS OF AN AUTOREGRESSIVE PROCESS BY USING A HIGHER ORDER MOMENT (Q4742196)

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scientific article; zbMATH DE number 3797059
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ESTIMATION OF COEFFICIENTS OF AN AUTOREGRESSIVE PROCESS BY USING A HIGHER ORDER MOMENT
scientific article; zbMATH DE number 3797059

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    ESTIMATION OF COEFFICIENTS OF AN AUTOREGRESSIVE PROCESS BY USING A HIGHER ORDER MOMENT (English)
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    1981
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    higher order moment
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    Yule-Walker equations
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    autoregressive process
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