An efficient and versatile algorithm for computing the covariance function of an ARMA process (Q2724228): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1109/78.678473 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2166820323 / rank | |||
Normal rank |
Latest revision as of 18:19, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An efficient and versatile algorithm for computing the covariance function of an ARMA process |
scientific article |
Statements
An efficient and versatile algorithm for computing the covariance function of an ARMA process (English)
0 references
4 February 2003
0 references
computation
0 references
ARMA covariance function
0 references
signal processing
0 references
polynomial calculations
0 references
robustness
0 references