Modeling of multichannel time series and extrapolation of matrix-valued autocorrelation sequences (Q3680122)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Modeling of multichannel time series and extrapolation of matrix-valued autocorrelation sequences
scientific article

    Statements

    Modeling of multichannel time series and extrapolation of matrix-valued autocorrelation sequences (English)
    0 references
    0 references
    1983
    0 references
    extrapolation of matrix-valued autocorrelation sequences
    0 references
    multichannel time series
    0 references
    nondegenerate case
    0 references
    general case
    0 references
    multichannel Levinson algorithm
    0 references

    Identifiers