scientific article; zbMATH DE number 3942854

MaRDI QIDQ3713447zbMATH OpenFDO

Authors Albert Benveniste

Publication date 1982

zbMATH Keywords

AR and ARMA fitting of time seriesfilteringinformation spaceladder algorithmslattice structureleast squares estimationmodelling long samples of a stationary time seriesself orthogonalizing equalizersspeech coding

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Probabilistic methods, stochastic differential equations (65C99)

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(1)

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