A Levinson-Durbin recursion for autoregressive-moving average processes (Q3729864): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1093/biomet/72.3.573 / rank | |||
Property / DOI | |||
Property / DOI: 10.1093/BIOMET/72.3.573 / rank | |||
Normal rank |
Latest revision as of 18:17, 21 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Levinson-Durbin recursion for autoregressive-moving average processes |
scientific article |
Statements
A Levinson-Durbin recursion for autoregressive-moving average processes (English)
0 references
1985
0 references
Box-Jenkins equations
0 references
order selection
0 references
ARMA
0 references
autoregressive-moving average process
0 references
Levinson-Durbin recursion
0 references