An efficient and versatile algorithm for computing the covariance function of an ARMA process (Q2724228)
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scientific article; zbMATH DE number 1616074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient and versatile algorithm for computing the covariance function of an ARMA process |
scientific article; zbMATH DE number 1616074 |
Statements
An efficient and versatile algorithm for computing the covariance function of an ARMA process (English)
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4 February 2003
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computation
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ARMA covariance function
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signal processing
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polynomial calculations
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robustness
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