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scientific article; zbMATH DE number 3921781
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| English | No label defined |
scientific article; zbMATH DE number 3921781 |
Statements
1984
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Hilbert space
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Wold decomposition
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maximum entropy
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stationary discrete time process
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partial autocorrelations of lag k
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correlations
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forward and backward innovations
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orthogonal polynomials
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autocorrelations
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asymptotic properties
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Choleski decomposition
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autocovariance matrix
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inverse
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autoregressive approximations
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0.8176223635673523
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0.8139224648475647
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0.8109424710273743
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0.807496190071106
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