Multidimensional spectral factorization and unilateral autoregressive models
From MaRDI portal
Publication:3871776
DOI10.1109/TAC.1980.1102273zbMath0433.62063OpenAlexW2131852861MaRDI QIDQ3871776
Publication date: 1980
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1980.1102273
multidimensional fast Fourier transformsspectral factorization of multidimensional spectral density functions
Inference from stochastic processes and spectral analysis (62M15) Probabilistic methods, stochastic differential equations (65C99)
Related Items