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ESTIMATION OF THE MULTI‐VARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING
Author(s) -
Shin Dong Wan,
Sarkar Sahadeb
Publication year - 1996
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/j.1467-9892.1996.tb00279.x
Subject(s) - autoregressive model , random variate , sampling (signal processing) , computer science , statistics , citation , estimation , mathematics , library science , random variable , management , filter (signal processing) , economics , computer vision