Notes on poles and convergence rate of autoregressive model (Q4721464)

From MaRDI portal
scientific article; zbMATH DE number 3994835
Language Label Description Also known as
English
Notes on poles and convergence rate of autoregressive model
scientific article; zbMATH DE number 3994835

    Statements

    Notes on poles and convergence rate of autoregressive model (English)
    0 references
    0 references
    0 references
    0 references
    1986
    0 references
    autoregressive model
    0 references
    threshold autoregressive model
    0 references
    convergence rate
    0 references
    power spectral density
    0 references
    poles
    0 references
    AR model
    0 references
    transfer function
    0 references
    Levinson- Durbin algorithm
    0 references
    TAR model
    0 references

    Identifiers