A Proof of a Relationship Between the Generalized Variances for Associated Autoregressive and Moving Average Processes.

O.D. Anderson

Metrika (1979)

  • Volume: 26, page 65-70
  • ISSN: 0026-1335; 1435-926X/e

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Anderson, O.D.. "A Proof of a Relationship Between the Generalized Variances for Associated Autoregressive and Moving Average Processes.." Metrika 26 (1979): 65-70. <http://eudml.org/doc/175768>.

@article{Anderson1979,
author = {Anderson, O.D.},
journal = {Metrika},
keywords = {generalized variances; moving average processes; common parameters; autoregressive process},
pages = {65-70},
title = {A Proof of a Relationship Between the Generalized Variances for Associated Autoregressive and Moving Average Processes.},
url = {http://eudml.org/doc/175768},
volume = {26},
year = {1979},
}

TY - JOUR
AU - Anderson, O.D.
TI - A Proof of a Relationship Between the Generalized Variances for Associated Autoregressive and Moving Average Processes.
JO - Metrika
PY - 1979
VL - 26
SP - 65
EP - 70
KW - generalized variances; moving average processes; common parameters; autoregressive process
UR - http://eudml.org/doc/175768
ER -

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