From autocovariances to moving average: An algorithm comparison

zbMath0924.65155MaRDI QIDQ1297872

Christophe Planas, Gabriele Fiorentini

Publication date: 14 September 1999

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

convergenceNewton-Raphson methodmoving average processesautocovariancesnonlinear equation systemspolynomial root search method

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

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