Variance calculations for two-dimensional ARMA processes

DOI10.1080/00207178808906158MaRDI QIDQ4711624zbMATH OpenOpenAlexFDO

Authors Martin B. Zarrop

Publication date 25 June 1992

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178808906158

Mathematics Subject Classification ID

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

Cites work

• Self-tuning filters and predictors for two-dimensional systems Part 1: Algorithms

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