SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
- 1 March 1987
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 8 (2) , 205-220
- https://doi.org/10.1111/j.1467-9892.1987.tb00433.x
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Evaluation of the covariance matrix for the maximum likelihood estimator of a Gaussian autoregressive-moving average processBiometrika, 1983
- Explicit solutions of the discrete-time Lyapunov matrix equation and Kalman-Yakubovich equationsIEEE Transactions on Automatic Control, 1981