scientific article; zbMATH DE number 3881733

zbMATH Open0553.62084MaRDI QIDQ3347151FDOQ3347151

Authors: Emil Pelikán 

Publication date: 1984

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

Title of this publication is not available (Why is that?)

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zbMATH Keywords

exponential modelspectral estimationsautocovariance coefficientsextended Prony's algorithmspectral density ARMA process

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Title not available (Why is that?)
• Factorization of the Covariance Generating Function of a Pure Moving Average Process

Cited In (6)

• ARMA spectral estimation based on partial autocorrelations
• ARMA spectral estimation of narrow-band processes via model reduction
• Title not available (Why is that?)
• On Spectral Analysis Using Models with Pre-specified Zeros
• ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS
• Computation of additive decompositions of ARMA spectra

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