Forward Moving Average Representation in Multivariate MA(1) Processes
作者： M. Mohammadpour , A. R. Soltani
DOI: 10.1080/03610920902788095
关键词:
摘要: Forward-moving average coefficients are in general different from their corresponding backward-moving multivariate stationary time series. There is lack of practical methods to derive forward-moving the backward ones. In this article, we establish a new approach for obtaining moving processes order one.
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