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ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS
| Content Provider | Scilit |
|---|---|
| Author | Poskitt, D. S. Salau, M. O. |
| Copyright Year | 1995 |
| Description | Journal: Journal of Time Series Analysis |
| Related Links | http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9892.1995.tb00259.x/pdf |
| Ending Page | 645 |
| Page Count | 29 |
| Starting Page | 617 |
| ISSN | 01439782 |
| e-ISSN | 14679892 |
| DOI | 10.1111/j.1467-9892.1995.tb00259.x |
| Journal | Journal of Time Series Analysis |
| Issue Number | 6 |
| Volume Number | 16 |
| Language | English |
| Publisher | Wiley-Blackwell |
| Publisher Date | 1995-11-01 |
| Access Restriction | Open |
| Subject Keyword | Journal: Journal of Time Series Analysis Hardware and Architecturee Asymptotic Convergence Autoregressive Moving Average Echelon Canonical Form Empirical Evidence Gaussian Estimation Scheme Generalized Least Squares Numerical Implementation |
| Content Type | Text |
| Resource Type | Article |
| Subject | Applied Mathematics Statistics and Probability Statistics, Probability and Uncertainty |