Closed-form expression for finite predictor coefficients of multivariate ARMA processes (Q2293543): Difference between revisions

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Latest revision as of 17:03, 21 July 2024

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Closed-form expression for finite predictor coefficients of multivariate ARMA processes
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    Closed-form expression for finite predictor coefficients of multivariate ARMA processes (English)
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    5 February 2020
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    finite predictor coefficients
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    multivariate ARMA processes
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    closed-form expression
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    linear-time algorithm
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