AN APPLICATION OF THE SCHUR‐COHN ALGORITHM TO TIME SERIES ANALYSIS

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

zbMATH Keywords

derivativesautoregressive moving average modelsnonsingular matrixSchur-Cohn algorithmARMA parameterserrors-in- variables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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