Sequence transformations as statistical tools

DOI10.1016/0168-9274(85)90036-4zbMath0628.62092OpenAlexW2080137810MaRDI QIDQ1093296

Alain F. Berlinet

Publication date: 1985

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0168-9274(85)90036-4

zbMATH Keywords

time seriesARMA processdifference equationHankel determinantsorder determinationBox-Jenkins methodinvariance properties of sequence transformations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Determinants, permanents, traces, other special matrix functions (15A15) Hermitian, skew-Hermitian, and related matrices (15B57)

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Cites Work

• A general extrapolation algorithm
• Accélération de la convergence en analyse numérique
• An Algorithm for the Computation of the Higher OrderG-Transformation
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