zbMATH — the first resource for mathematics

On covariance coefficients estimates of finite order moving average processes. (English) Zbl 0477.62073
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
Full Text: EuDML
[1] M. Wold: A Study in the Analysis of Stationary Time Series. Almqvist & Wiksell, Stockholm 1953. · Zbl 0019.35602
[2] G. Wilson: Factorization of the covariance generating function of a pure moving average process. SIAM J. Numer. Anal. 6 (1969), 1, 1-7. · Zbl 0176.46401
[3] A. Ralston: Základy numerické matematiky. (A First Course in Numerical Analysis). Academia, Praha 1978. · Zbl 0434.65002
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.