A FORMULA FOR THE INVERSE AUTOCORRELATION FUNCTION OF AN AUTOREGRESSIVE PROCESS (Q4727242)

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scientific article; zbMATH DE number 4001261
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A FORMULA FOR THE INVERSE AUTOCORRELATION FUNCTION OF AN AUTOREGRESSIVE PROCESS
scientific article; zbMATH DE number 4001261

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    A FORMULA FOR THE INVERSE AUTOCORRELATION FUNCTION OF AN AUTOREGRESSIVE PROCESS (English)
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    1987
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    time domain method
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    inverse autocorrelation function
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    weakly stationary autoregressive process
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