✦ LIBER ✦

Covariances between estimated autocorrelations of an ARMA process

✍ Scribed by Antti J. Kanto

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Generation of the autocorrelation sequen

✍ Kay, S. 📂 Article 📅 1985 🏛 IEEE ⚖ 172 KB

Computing the asymptotic covariance matr

✍ Rolando Cavazos-Cadena 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 729 KB

Asymptotic distribution of residual auto

✍ Craig F. Ansley 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 496 KB

On estimating the order of an ARMA proce

✍ J.-J. Fuchs 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 334 KB

Linear estimation of ARMA processes

✍ E.J. Hannan; L. Kavalieris 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 187 KB

ESTIMATING VARIANCES AND COVARIANCES OF

✍ Robinson, P. M. 📂 Article 📅 1977 🏛 Wiley (Blackwell Publishing) 🌐 English ⚖ 161 KB