On covariance coefficients estimates of finite order moving average processes

نویسندگان

  • Emil Pelikán
  • Miloslav Vosvrda
چکیده

In the present paper the necessary and sufficient conditions for the estimates of covariance coefficients of moving average processes are presented. Further the modification for estimates of Wilson's method covariance coefficients is introduced.

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عنوان ژورنال:
  • Kybernetika

دوره 17  شماره 

صفحات  -

تاریخ انتشار 1981