Computationally efficient stochastic realization for internal multiscale autoregressive models

DOI10.1023/A:1011184728562zbMath0988.93011MaRDI QIDQ5935450

Alan S. Willsky, Austin B. Frakt

Publication date: 5 July 2002

Published in: Multidimensional Systems and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

algorithmmultiscale autoregressive processespredictive efficiency

Mathematics Subject Classification ID

Realizations from input-output data (93B15) Large-scale systems (93A15)

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