An algorithm for solving the extended Yule- Walker equations of an autoregressive moving-average time series (Corresp.) (Q3713450): Difference between revisions

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An algorithm for solving the extended Yule- Walker equations of an autoregressive moving-average time series (Corresp.)
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    An algorithm for solving the extended Yule- Walker equations of an autoregressive moving-average time series (Corresp.) (English)
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    1986
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    extended Yule-Walker equations
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    stationary autoregressive moving-average
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    algorithm
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    ARMA process
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    autocovariance function
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