Residuals Based Estimators of the Covariogram (Q4763485)

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scientific article; zbMATH DE number 743394
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Residuals Based Estimators of the Covariogram
scientific article; zbMATH DE number 743394

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    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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