ARMA Modeling of Time Series

DOI10.1109/TPAMI.1982.4767216MaRDI QIDQ3939074zbMATH OpenOpenAlexWikidataFDO

Authors James A. Cadzow

Publication date 1982

Published in IEEE Transactions on Pattern Analysis and Machine Intelligence (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tpami.1982.4767216

zbMATH Keywords

wide-sense stationary time seriesYule-Walker equation approximations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

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