Algorithm AS 175: Cramer-Wold Factorization
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Publication:4742200
DOI10.2307/2347083zbMath0505.62081MaRDI QIDQ4742200
Publication date: 1982
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2347083
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
65H99: Nonlinear algebraic or transcendental equations
65C99: Probabilistic methods, stochastic differential equations
65Y99: Computer aspects of numerical algorithms
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AS 175, On the criterion function for ARMA estimation, Probabilistic-statistical programs from ``Applied Statistics, Improved frequency selective filters, Econometric methods of signal extraction, Sharp filters for short sequences, A UNIFIED APPROACH TO ARMA MODEL IDENTIFICATION AND PRELIMINARY ESTIMATION