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Nonnegative definiteness of the sample autocovariance function
ArticleAbstract: Various textbooks on time series analysis assert that the usual version of the sample autocovariancePalabras claves:Autocovariance function, Time domainAutores:Carlos Jiménez, McLeod A.I.Fuentes:scopusKalman filter estimation for periodic autoregressive-moving average models
ArticleAbstract: An exact maximum likelihood procedure is presented for estimating the parameters of a periodic autogPalabras claves:Kalman filter, maximum likelihood estimation, Periodic models, Stochastic hydrology, time series analysisAutores:Carlos Jiménez, Hipel K.W., McLeod A.I.Fuentes:scopus