Geodesic
A Proof of a Relationship Between the Generalized Variances for Associated Autoregressive and Moving Average Processes.
Metrika, Tome 26 (1979), pp. 65-70.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Mots-clés : generalized variances, moving average processes, common parameters, autoregressive process 
@article{MET_1979__26_175768,
     author = {O.D. Anderson},
     title = {A {Proof} of a {Relationship} {Between} the {Generalized} {Variances} for {Associated} {Autoregressive} and {Moving} {Average} {Processes.}},
     journal = {Metrika},
     pages = {65--70},
     publisher = {mathdoc},
     volume = {26},
     year = {1979},
     zbl = {0411.62058},
     url = {http://geodesic.mathdoc.fr/item/MET_1979__26_175768/}
}
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O.D. Anderson. A Proof of a Relationship Between the Generalized Variances for Associated Autoregressive and Moving Average Processes.. Metrika, Tome 26 (1979), pp. 65-70. http://geodesic.mathdoc.fr/item/MET_1979__26_175768/