Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes (Q1229535): Difference between revisions

Latest revision as of 09:33, 30 July 2024

scientific article

Language	Label	Description	Also known as
English	Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes	scientific article

Statements

instance of

scholarly article

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title

Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes (English)

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author

Hirotugu Akaike

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published in

Annals of the Institute of Statistical Mathematics

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publication date

1974

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MaRDI profile type

MaRDI publication profile

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cites work

Autoregressive model fitting for control

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Q4769776

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Block Toeplitz Matrix Inversion

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Maximum likelihood identification of Gaussian autoregressive moving average models

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Q3255781

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Q5566913

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Q5638871

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On Information and Sufficiency

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Q5664695

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Recursive Evaluation of Padé Approximants for Matrix Sequences

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Algorithms for Triangular Decomposition of Block Hankel and Toeplitz Matrices with Application to Factoring Positive Matrix Polynomials

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Q5824892

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Q5725155

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On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix

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full work available at URL

https://doi.org/10.1007/bf02479833

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Identifiers

zbMATH Open document ID

0335.62058

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DOI

10.1007/BF02479833

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1229535

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@@ Property / cites work @@
+Autoregressive model fitting for control
@@ Property / cites work: Autoregressive model fitting for control / rank @@
+Normal rank
@@ Property / cites work @@
+Q4769776
@@ Property / cites work: Q4769776 / rank @@
+Normal rank
@@ Property / cites work @@
+Block Toeplitz Matrix Inversion
@@ Property / cites work: Block Toeplitz Matrix Inversion / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood identification of Gaussian autoregressive moving average models
+Normal rank
@@ Property / cites work @@
+Q3255781
@@ Property / cites work: Q3255781 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5566913
@@ Property / cites work: Q5566913 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5638871
@@ Property / cites work: Q5638871 / rank @@
+Normal rank
@@ Property / cites work @@
+On Information and Sufficiency
@@ Property / cites work: On Information and Sufficiency / rank @@
+Normal rank
@@ Property / cites work @@
+Q5664695
@@ Property / cites work: Q5664695 / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive Evaluation of Padé Approximants for Matrix Sequences
+Normal rank
@@ Property / cites work @@
+Algorithms for Triangular Decomposition of Block Hankel and Toeplitz Matrices with Application to Factoring Positive Matrix Polynomials
+Normal rank
@@ Property / cites work @@
+Q5824892
@@ Property / cites work: Q5824892 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5725155
@@ Property / cites work: Q5725155 / rank @@
+Normal rank
@@ Property / cites work @@
+On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf02479833
+Normal rank
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