AN APPLICATION OF THE SCHUR‐COHN ALGORITHM TO TIME SERIES ANALYSIS (Q4854209)
From MaRDI portal
scientific article; zbMATH DE number 816028
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN APPLICATION OF THE SCHUR‐COHN ALGORITHM TO TIME SERIES ANALYSIS |
scientific article; zbMATH DE number 816028 |
Statements
AN APPLICATION OF THE SCHUR‐COHN ALGORITHM TO TIME SERIES ANALYSIS (English)
0 references
20 March 1996
0 references
autoregressive moving average models
0 references
nonsingular matrix
0 references
errors-in- variables
0 references
ARMA parameters
0 references
derivatives
0 references
Schur-Cohn algorithm
0 references
