Exponential decay rate of partial autocorrelation coefficients of ARMA and short-memory processes (Q273734)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential decay rate of partial autocorrelation coefficients of ARMA and short-memory processes |
scientific article |
Statements
Exponential decay rate of partial autocorrelation coefficients of ARMA and short-memory processes (English)
0 references
22 April 2016
0 references
autocorrelation function
0 references
Durbin-Levinson algorithm
0 references
0 references
