Discrete linear estimation for previous stage noise correlation
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Publication:2546760
DOI10.1016/0005-1098(71)90131-2zbMath0218.62108OpenAlexW2265483263MaRDI QIDQ2546760
W. J. Steinway, James L. Melsa
Publication date: 1971
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(71)90131-2
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
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