Residuals Based Estimators of the Covariogram (Q4763485)
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scientific article; zbMATH DE number 743394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Residuals Based Estimators of the Covariogram |
scientific article; zbMATH DE number 743394 |
Statements
Residuals Based Estimators of the Covariogram (English)
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10 April 1995
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ARMA process
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correlated errors
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prediction
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polynomial trend
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second- order stationary errors
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expectations
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covariogram estimators
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ordinary- least-squares residuals
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recursive residuals
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