Autoregressive spectral modeling: Difficulties and remedies

DOI10.1016/0020-7462(91)90041-QzbMATH Open0825.65130MaRDI QIDQ1198403FDOQ1198403

Authors: M.-P. Mignolet, P. D. Spanos 

Publication date: 16 January 1993

Published in: International Journal of Non-Linear Mechanics (Search for Journal in Brave)

zbMATH Keywords

autoregressive spectral modeling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (1)

• Matrix polynomials orthogonal on the unit circle and accuracy of autoregressive models

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