scientific article; zbMATH DE number 3881733

MaRDI QIDQ3347151zbMATH OpenFDO

Authors Emil Pelikán

Publication date 1984

Full work available at URL https://eudml.org/doc/27984

zbMATH Keywords

exponential modelspectral estimationsautocovariance coefficientsextended Prony's algorithmspectral density ARMA process

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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Cites work

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• Factorization of the Covariance Generating Function of a Pure Moving Average Process

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(6)

• Computation of additive decompositions of ARMA spectra
• ARMA spectral estimation based on partial autocorrelations
• ARMA spectral estimation of narrow-band processes via model reduction
• ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS
• On Spectral Analysis Using Models with Pre-specified Zeros
• scientific article; zbMATH DE number 3960823 (Why is no real title available?)

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