A simple nearly unbiased estimator of cross‐covariances (Q4997697)
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scientific article; zbMATH DE number 7364931
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple nearly unbiased estimator of cross‐covariances |
scientific article; zbMATH DE number 7364931 |
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A simple nearly unbiased estimator of cross‐covariances (English)
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30 June 2021
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cross-covariance
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bias
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multi-variate time series
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vector moving average (VMA) model
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