An efficient approach for computing non-Gaussian ARMA model coefficients using Pisarenko's method (Q5463664)
From MaRDI portal
scientific article; zbMATH DE number 2193279
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient approach for computing non-Gaussian ARMA model coefficients using Pisarenko's method |
scientific article; zbMATH DE number 2193279 |
Statements
An efficient approach for computing non-Gaussian ARMA model coefficients using Pisarenko's method (English)
0 references
5 August 2005
0 references
ARMA model coefficients
0 references
Pisarenko's method
0 references
eigenvalues
0 references
eigenvectors
0 references
