Covariance matrix computation of the state variable of a stationary Gaussian process (Q1144887): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
+Normal rank
@@ Property / cites work @@
+Q3940703
@@ Property / cites work: Q3940703 / rank @@
+Normal rank
@@ Property / cites work @@
+On a search procedure for the optimal AR-MA order
@@ Property / cites work: On a search procedure for the optimal AR-MA order / rank @@
+Normal rank
@@ Property / cites work @@
+Some new algorithms for recursive estimation in constant, linear, discrete-time systems
+Normal rank
@@ Property / cites work @@
+Stability, instability and aperiodicity tests for linear discrete systems
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf02480240
+Normal rank
@@ Property / OpenAlex ID @@
+W4243648297
@@ Property / OpenAlex ID: W4243648297 / rank @@
+Normal rank