Spectral factorization of the autocorrelation sequence of an IIR filter using patterns of three functions

DOI10.1007/BF03372110zbMath1062.62208MaRDI QIDQ1775980

Seongbaek Yi, Byoung-Seon Choi

Publication date: 20 May 2005

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

zbMATH Keywords

spectral factorizationautocorrelation sequenceinfinite impulse response filterTrench-Zohar algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• ARMA model identification
• Two chi-square statistics for determining the orders p and q of an ARMA (p, q) process
• Unnamed Item

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