Biometrika 1976 63(2):408-410; doi:10.1093/biomet/63.2.408
© 1976 by Biometrika Trust
Estimation of the moving average representation of a stationary nondeterministic process
R. J. BHANSALI
Department of Computational and Statistical Science, University of Liverpool
Estimation of the parameters of the moving average representation of a purely nondeterministic stationary time series is considered. A numerical example illustrating the estimation procedure is given.
Key Words: Frequency domain Moving average process Purely nondeterministic process Time series

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