AN APPLICATION OF THE SCHUR‐COHN ALGORITHM TO TIME SERIES ANALYSIS
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Publication:4854209
DOI10.1111/j.1467-9892.1995.tb00245.xzbMath0833.62081OpenAlexW2036231740MaRDI QIDQ4854209
Kamal C. Chanda, Roger W. Barnard
Publication date: 20 March 1996
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00245.x
derivativesautoregressive moving average modelsnonsingular matrixSchur-Cohn algorithmARMA parameterserrors-in- variables
Cites Work
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