A numerical method for factorizing the rational spectral density matrix (Q3103179)
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scientific article; zbMATH DE number 5981230
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| English | A numerical method for factorizing the rational spectral density matrix |
scientific article; zbMATH DE number 5981230 |
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A numerical method for factorizing the rational spectral density matrix (English)
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26 November 2011
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autoregressive-moving average representation
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causality
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one-step ahead prediction
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rational spectrum
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spectral density matrix factorization
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stationary process
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0.7882673740386963
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0.7717738151550293
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0.7706878781318665
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0.7698845267295837
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