Algorithm AS 175: Cramer-Wold Factorization

DOI10.2307/2347083zbMath0505.62081OpenAlexW2799911543MaRDI QIDQ4742200

Dirk P. Laurie

Publication date: 1982

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347083

zbMATH Keywords

time seriesFortran 66algorithm AS 175Cramer-Wold factorization

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonlinear algebraic or transcendental equations (65H99) Probabilistic methods, stochastic differential equations (65C99) Computer aspects of numerical algorithms (65Y99)

Related Items (7)

Sharp filters for short sequences ⋮ Probabilistic-statistical programs from ``Applied Statistics ⋮ Improved frequency selective filters ⋮ Econometric methods of signal extraction ⋮ On the criterion function for ARMA estimation ⋮ A UNIFIED APPROACH TO ARMA MODEL IDENTIFICATION AND PRELIMINARY ESTIMATION ⋮ AS 175

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