Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 73, No. 5 (NOVEMBER 2011), pp. 711-728 (18 pages) The paper addresses a 'large p-small n' problem in a time series ...
Matrix expressions relating the theoretical autocovariances of autoregressive moving average (ARMA) processes to their parameters are derived and used to design an efficient procedure for computing ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback