Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes (Q1229535): Difference between revisions

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scientific article

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English	Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes	scientific article

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title

Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes (English)

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zbMATH Open document ID

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Annals of the Institute of Statistical Mathematics

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publication date

1974

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Mathematics Subject Classification ID

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MaRDI publication profile

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cites work

Autoregressive model fitting for control

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Q4769776

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Block Toeplitz Matrix Inversion

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Maximum likelihood identification of Gaussian autoregressive moving average models

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Q3255781

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Q5566913

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Q5638871

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On Information and Sufficiency

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Q5664695

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Recursive Evaluation of Padé Approximants for Matrix Sequences

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Algorithms for Triangular Decomposition of Block Hankel and Toeplitz Matrices with Application to Factoring Positive Matrix Polynomials

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Q5824892

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Q5725155

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On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix

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Mathematics(1 entry)

mardi Publication:1229535

@@ Property / cites work @@
+Autoregressive model fitting for control
@@ Property / cites work: Autoregressive model fitting for control / rank @@
+Normal rank
@@ Property / cites work @@
+Q4769776
@@ Property / cites work: Q4769776 / rank @@
+Normal rank
@@ Property / cites work @@
+Block Toeplitz Matrix Inversion
@@ Property / cites work: Block Toeplitz Matrix Inversion / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood identification of Gaussian autoregressive moving average models
+Normal rank
@@ Property / cites work @@
+Q3255781
@@ Property / cites work: Q3255781 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5566913
@@ Property / cites work: Q5566913 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5638871
@@ Property / cites work: Q5638871 / rank @@
+Normal rank
@@ Property / cites work @@
+On Information and Sufficiency
@@ Property / cites work: On Information and Sufficiency / rank @@
+Normal rank
@@ Property / cites work @@
+Q5664695
@@ Property / cites work: Q5664695 / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive Evaluation of Padé Approximants for Matrix Sequences
+Normal rank
@@ Property / cites work @@
+Algorithms for Triangular Decomposition of Block Hankel and Toeplitz Matrices with Application to Factoring Positive Matrix Polynomials
+Normal rank
@@ Property / cites work @@
+Q5824892
@@ Property / cites work: Q5824892 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5725155
@@ Property / cites work: Q5725155 / rank @@
+Normal rank
@@ Property / cites work @@
+On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
+Normal rank