Some efficient computational procedures for high order ARMA models (Q3049715): Difference between revisions

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+https://doi.org/10.1080/00949657908810273
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+W2104938670
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+The recursive nature of the stationarity and invertibility restraints on the parameters of mixed autoregressive-moving average processes
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+Q5663204
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+Algorithms for Classical Stability Problems
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+The Fitting of Time-Series Models
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+An Algorithm for the Inversion of Finite Toeplitz Matrices
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+Weighting Coefficients for the Prediction of Stationary Time Series from the Finite Past
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+Factorization of the Covariance Generating Function of a Pure Moving Average Process
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