Bartlett's formulae -- closed forms and recurrent equations (Q1817407)
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scientific article; zbMATH DE number 952794
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| default for all languages | No label defined |
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| English | Bartlett's formulae -- closed forms and recurrent equations |
scientific article; zbMATH DE number 952794 |
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Bartlett's formulae -- closed forms and recurrent equations (English)
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1 December 1996
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Bartlett's formula
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ARMA
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time series
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asymptotic covariance matrix
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sample autocovariances
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autocorrelations
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stationary process
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spectral density
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fast computational algorithms
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0.8627330660820007
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0.8393434882164001
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0.8375656008720398
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0.829153835773468
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