A Levinson-Durbin recursion for autoregressive-moving average processes (Q3729864): Difference between revisions

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Revision as of 14:33, 19 March 2024

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A Levinson-Durbin recursion for autoregressive-moving average processes
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    A Levinson-Durbin recursion for autoregressive-moving average processes (English)
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    1985
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    Box-Jenkins equations
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    order selection
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    ARMA
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    autoregressive-moving average process
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    Levinson-Durbin recursion
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