scientific article; zbMATH DE number 647779

MaRDI QIDQ4308491zbMATH OpenFDO

Authors Lei Li

Publication date 19 January 1995

zbMATH Keywords

multiple moving average processspectral densityspectral factorization

Mathematics Subject Classification ID

General second-order stochastic processes (60G12)

Recommendations

• Estimation of parameters of moving average processes
• A numerical method for factorizing the rational spectral density matrix
• Factorization of moving-average spectral densities by state-space representations and stacking
• Spectral factorization of nonstationary moving average processes
• A Proposal for Estimation of the Parameters of Multivariate Moving-average Models

Cited in

(3)

• Factorization of moving-average spectral densities by state-space representations and stacking
• A numerical method for factorizing the rational spectral density matrix
• Spectral factorization of nonstationary moving average processes

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