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Identification of certain noisy MA models: new results - MaRDI portal

Identification of certain noisy MA models: new results (Q1978660)

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scientific article; zbMATH DE number 1454411
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English
Identification of certain noisy MA models: new results
scientific article; zbMATH DE number 1454411

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    Identification of certain noisy MA models: new results (English)
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    4 June 2000
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    noisy MA models
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    stochastic realization
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    polynomial bases of rational subspaces
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    truncated autocovariance sequence
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    Wiener-Hopf factorization
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    identification
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