The Levinson Algorithm and Its Applications in Time Series Analysis (Q3675371)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Levinson Algorithm and Its Applications in Time Series Analysis |
scientific article |
Statements
The Levinson Algorithm and Its Applications in Time Series Analysis (English)
0 references
1984
0 references
ARMA models
0 references
Burg's recursion
0 references
Toeplitz matrices
0 references
linear filter
0 references
Levinson algorithm
0 references
extensions
0 references
review
0 references
time series
0 references
