The Finite Memory Prediction of Covariance Stationary Time Series (Q3673058)
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scientific article; zbMATH DE number 3827160
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| English | The Finite Memory Prediction of Covariance Stationary Time Series |
scientific article; zbMATH DE number 3827160 |
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The Finite Memory Prediction of Covariance Stationary Time Series (English)
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1983
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numerical example
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covariance stationary time series
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minimum mean square error linear prediction
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modified Cholesky decomposition algorithm
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autoregressive-moving average time series
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