Computation of vector ARMA autocovariances (Q514119)
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scientific article; zbMATH DE number 6689776
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of vector ARMA autocovariances |
scientific article; zbMATH DE number 6689776 |
Statements
Computation of vector ARMA autocovariances (English)
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28 February 2017
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algorithm
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multivariate time series
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Wold decomposition
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0.9107196
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0.90287566
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0.8862444
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