scientific article; zbMATH DE number 3487330

zbMATH Open0311.93049MaRDI QIDQ4071129FDOQ4071129

Authors: Anders Lindquist 

Publication date: 1975

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cited In (2)

• On a Schur-algorithm based approach to spectral factorization: Connection with the Riccati equation
• A utilization of properties of the discrete-time Riccati equation in stochastic realization theory

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