A lattice algorithm for factoring the spectrum of a moving average process
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Publication:3663149
DOI10.1109/TAC.1983.1103175zbMath0515.93075MaRDI QIDQ3663149
Publication date: 1983
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
15A23: Factorization of matrices
62M15: Inference from stochastic processes and spectral analysis
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