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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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for solving the extended Yule- Walker equations of an autoregressive moving-average time series (Corresp.) |
scientific article |
Statements
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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