Closed-form expression for finite predictor coefficients of multivariate ARMA processes (Q2293543)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-form expression for finite predictor coefficients of multivariate ARMA processes |
scientific article |
Statements
Closed-form expression for finite predictor coefficients of multivariate ARMA processes (English)
0 references
5 February 2020
0 references
finite predictor coefficients
0 references
multivariate ARMA processes
0 references
closed-form expression
0 references
linear-time algorithm
0 references
0 references
0 references
0 references
