A Levinson-Durbin recursion for autoregressive-moving average processes (Q3729864)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Levinson-Durbin recursion for autoregressive-moving average processes |
scientific article |
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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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