✦ LIBER ✦

SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES

✍ Scribed by Boaz Porat

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Evaluation of the Covariance Matrix for

✍ E. J. Godolphin and J. M. Unwin 📂 Article 📅 1983 🏛 Oxford University Press 🌐 English ⚖ 445 KB

Periodic covariance stationarity of mult

✍ Ula, Taylan A. 📂 Article 📅 1990 🏛 American Geophysical Union 🌐 English ⚖ 699 KB

Note on the Asymptotic Efficiency of Sam

✍ Yoshihide Kakizawa 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 171 KB

Asymptotic Properties of the LS-estimato

✍ Fathallah, Hamdi 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 229 KB

Amendments and Corrections: The Asymptot

✍ J. R. M. Hosking 📂 Article 📅 1982 🏛 Oxford University Press 🌐 English ⚖ 147 KB

On the inverse of the covariance matrix

✍ SHAMAN, PAUL 📂 Article 📅 1973 🏛 Oxford University Press 🌐 English ⚖ 186 KB