An evaluation of algorithms for computing the covariance function of a multivariable arma process (Q2512229)
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scientific article; zbMATH DE number 6326678
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| English | An evaluation of algorithms for computing the covariance function of a multivariable arma process |
scientific article; zbMATH DE number 6326678 |
Statements
An evaluation of algorithms for computing the covariance function of a multivariable arma process (English)
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7 August 2014
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covariance function
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ARMA process
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numerical algorithm
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numerical accuracy
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0.9576638340950012
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0.9576638340950012
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