Closed-form expression for finite predictor coefficients of multivariate ARMA processes (Q2293543)
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scientific article; zbMATH DE number 7163062
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| English | Closed-form expression for finite predictor coefficients of multivariate ARMA processes |
scientific article; zbMATH DE number 7163062 |
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Closed-form expression for finite predictor coefficients of multivariate ARMA processes (English)
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5 February 2020
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finite predictor coefficients
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multivariate ARMA processes
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closed-form expression
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linear-time algorithm
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0.7552334070205688
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0.7521868348121643
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0.7500274777412415
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0.749682605266571
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