An efficient and versatile algorithm for computing the covariance function of an ARMA process (Q2724228): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient and versatile algorithm for computing the covariance function of an ARMA process |
scientific article |
Statements
An efficient and versatile algorithm for computing the covariance function of an ARMA process (English)
0 references
4 February 2003
0 references
computation
0 references
ARMA covariance function
0 references
signal processing
0 references
polynomial calculations
0 references
robustness
0 references
