Novel Fast Computation Algorithm of the Second-Order Statistics for Autoregressive Moving-Average Processes

DOI10.1109/TSP.2008.2008234zbMath1391.94167OpenAlexW2135031468MaRDI QIDQ4571549

Hsiao-Chun Wu, Shih-Yu Chang

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2008.2008234

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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