Geodesic
A Proof of a Relationship Between the Generalized Variances for Associated Autoregressive and Moving Average Processes.
Metrika, Tome 26 (1979), pp. 65-70 Cet article a éte moissonné depuis la source European Digital Mathematics Library

Voir la notice de l'article

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},
     year = {1979},
     volume = {26},
     zbl = {0411.62058},
     url = {http://geodesic.mathdoc.fr/item/MET_1979__26_175768/}
}
TY  - JOUR
AU  - O.D. Anderson
TI  - A Proof of a Relationship Between the Generalized Variances for Associated Autoregressive and Moving Average Processes.
JO  - Metrika
PY  - 1979
SP  - 65
EP  - 70
VL  - 26
UR  - http://geodesic.mathdoc.fr/item/MET_1979__26_175768/
ID  - MET_1979__26_175768
ER  - 
%0 Journal Article
%A O.D. Anderson
%T A Proof of a Relationship Between the Generalized Variances for Associated Autoregressive and Moving Average Processes.
%J Metrika
%D 1979
%P 65-70
%V 26
%U http://geodesic.mathdoc.fr/item/MET_1979__26_175768/
%F MET_1979__26_175768
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/