The multiple spectral factorization method of Wiener and Masani

DOI10.1109/TIT.1965.1053745MaRDI QIDQ5643466zbMATH OpenFDO

Authors Carl Wunsch

Publication date 1965

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.1965.1053745

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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