On the Linear Convergence of a Covariance Factorization Algorithm

DOI10.1145/321941.321950MaRDI QIDQ4098534zbMATH OpenOpenAlexWikidataFDO

Authors Marcello Pagano

Publication date 1976

Published in Journal of the ACM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/321941.321950

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Numerical linear algebra (65F99) Convolution, factorization for one variable harmonic analysis (42A85) Polynomials in real and complex fields: factorization (12D05)

Cited in

(1)

• On fitting distributed lag models subject to polynomial restrictions

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