ESTIMATION OF THE PARAMETERS OF ARMA PROCESSES BY USING SAMPLE AUTOCORRELATIONS

An Hong-zhi, Gu Lan

Acta Mathematicae Applicatae Sinica ›› 1985, Vol. 8 ›› Issue (1) : 52-60.

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Acta Mathematicae Applicatae Sinica ›› 1985, Vol. 8 ›› Issue (1) : 52-60. DOI: 10.12387/C1985006

ESTIMATION OF THE PARAMETERS OF ARMA PROCESSES BY USING SAMPLE AUTOCORRELATIONS

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