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INVERSE AUTOCOVARIANCES AND A MEASURE OF LINEAR DETERMINISM FOR A STATIONARY PROCESS - MaRDI portal

INVERSE AUTOCOVARIANCES AND A MEASURE OF LINEAR DETERMINISM FOR A STATIONARY PROCESS (Q3672942)

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INVERSE AUTOCOVARIANCES AND A MEASURE OF LINEAR DETERMINISM FOR A STATIONARY PROCESS
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    INVERSE AUTOCOVARIANCES AND A MEASURE OF LINEAR DETERMINISM FOR A STATIONARY PROCESS (English)
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    1983
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    inverse autocovariances
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    measure of linear determinism
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    stationary process
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    ARMA processes
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    linear filters
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    linear two-sided interpolators
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    linear deterministic constraints
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