Bartlett's formulae -- closed forms and recurrent equations (Q1817407): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bartlett's formulae -- closed forms and recurrent equations |
scientific article |
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Bartlett's formulae -- closed forms and recurrent equations (English)
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1 December 1996
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Bartlett's formula
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ARMA
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time series
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asymptotic covariance matrix
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sample autocovariances
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autocorrelations
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stationary process
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spectral density
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fast computational algorithms
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