A recursive procedure for ARMA modeling (Q3030072)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A recursive procedure for ARMA modeling |
scientific article |
Statements
A recursive procedure for ARMA modeling (English)
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1985
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ARMA spectral estimation
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two-part fast recursive algorithm
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ARMA modeling
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extended Yule-Walker equations
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exact recursive lattice algorithm
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exponential forgetting factor
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time series
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