ON COVARIANCE COEFFICIENTS ESTIMATES OF FINITE-ORDER MOVING AVERAGE PROCESSES

被引：0

作者：

PELIKAN, E ^{[1
]}

VOSVRDA, M ^{[1
]}

机构：

[1] CESKOSLOVENSKA AKAD VED, USTAV TEORIE INFORMACE & AUTOMAT, CS-18208 PRAHA 8, CZECHOSLOVAKIA

来源：

KYBERNETIKA | 1981年 / 17卷 / 02期

关键词：

D O I：

暂无

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：169 / 174

页数：6

共 50 条

[1] INVERSE OF COVARIANCE MATRIX OF A FIRST ORDER MOVING AVERAGE
MURTHY, DNP
SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1974, 36 (APR): : 223 - 225
[2] ON INVERSE OF COVARIANCE MATRIX OF A FIRST ORDER MOVING AVERAGE
SHAMAN, P
BIOMETRIKA, 1969, 56 (03) : 595 - &
[3] Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes
Paparoditis, E.
Journal of Multivariate Analysis, 57 (02):
[4] Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes
Paparoditis, E
JOURNAL OF MULTIVARIATE ANALYSIS, 1996, 57 (02) : 277 - 296
[5] Rigorous WKB for finite-order linear recurrence relations with smooth coefficients
Costin, O
Costin, R
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 1996, 27 (01) : 110 - 134
[6] AUTOMORPHISMS OF FINITE-ORDER
ANAPOLITANOS, DA
ZEITSCHRIFT FUR MATHEMATISCHE LOGIK UND GRUNDLAGEN DER MATHEMATIK, 1979, 25 (06): : 565 - 575
[7] Rigorous WKB for Finite-Order Linear Recurrence Relations with Smooth Coefficients
SIAM News, 1 (110):
[8] APPROXIMATE INVERSE FOR COVARIANCE MATRIX OF MOVING AVERAGE AND AUTOREGRESSIVE PROCESSES
SHAMAN, P
ANNALS OF STATISTICS, 1975, 3 (02): : 532 - 538
[9] THE WIGNER TRANSFORMATION IS OF FINITE-ORDER
VARILLY, JC
GRACIABONDIA, JM
JOURNAL OF MATHEMATICAL PHYSICS, 1987, 28 (10) : 2390 - 2392
[10] The implications of finite-order reasoning
Brandenburger, Adam
Danieli, Alexander
Friedenberg, Amanda
THEORETICAL ECONOMICS, 2021, 16 (04) : 1605 - 1654

← 1 2 3 4 5 →