A Levinson-Type Algorithm for Discrete Stationary Random Fields

DOI10.1137/S0036141095289385MaRDI QIDQ4339142zbMATH OpenFDO

Authors Andrzej Makagon, C. A. Mensah, Abol G. Miamee

Publication date 5 June 1997

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

zbMATH Keywords

stationary random fieldLevinson's recursive algorithmupdating the predicator

Mathematics Subject Classification ID

Random fields (60G60) Prediction theory (aspects of stochastic processes) (60G25)

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Cited in

(1)

• The Levinson Algorithm and Its Applications in Time Series Analysis

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