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J-GLOBAL ID：202002215381061157   Reference number：20A0192544

Closed-form expression for finite predictor coefficients of multivariate ARMA processes

多変量ARMA過程の有限予測係数に対する閉形式表現【JST・京大機械翻訳】
Author (1)：
Inoue Akihiko

About Inoue Akihiko

(Department of Mathematics, Hiroshima University, Higashi-Hiroshima 739-8526, Japan)

About Department of Mathematics, Hiroshima University, Higashi-Hiroshima 739-8526, Japan


Material：
Journal of Multivariate Analysis  (J Multivar Anal)

About Journal of Multivariate Analysis


Volume： 176  Page： Null  Publication year： 2020 
JST Material Number： D0675A  ISSN： 0047-259X  Document type： Article
Article type： 原著論文  Country of issue： Netherlands (NLD)  Language： ENGLISH (EN)
Abstract/Point：
Abstract/Point
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We derive a closed-form expres...
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Thesaurus term：
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asymptotic behavior

About asymptotic behavior

, 
*ARMA model

About ARMA model

, 
bootstrap

About bootstrap


Semi thesaurus term：
Thesaurus term/Semi thesaurus term
Keywords indexed to the article.
All keywords is available on JDreamIII(charged).
On J-GLOBAL, this item will be available after more than half a year after the record posted. In addtion, medical articles require to login to MyJ-GLOBAL.
自己回帰

About 自己回帰

, 【Automatic Indexing@JST】
Author keywords (4)：
Finite predictor coefficients

About Finite predictor coefficients

, 
Multivariate ARMA processes

About Multivariate ARMA processes

, 
Closed-form expression

About Closed-form expression

, 
Linear-time algorithm

About Linear-time algorithm

JST classification (3)：
JST classification
Category name(code) classified by JST.
Medical information processing 
(JE15030Q)

About Medical information processing

,  Molecular and genetic information processing 
(JE15040B)

About Molecular and genetic information processing

,  Graphic and image processing in general 
(JE04010I)

About Graphic and image processing in general

Terms in the title (6)：
Terms in the title
Keywords automatically extracted from the title.
多変量

About 多変量

, 
ARMA過程

About ARMA過程

, 
予測

About 予測

, 
係数

About 係数

, 
閉形式

About 閉形式

, 
表現

About 表現


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