A General Orthogonalization Technique with Applications to Time Series Analysis and Signal Processing
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Publication:3328428
DOI10.2307/2007378zbMath0539.93089OpenAlexW4250004191MaRDI QIDQ3328428
Publication date: 1983
Full work available at URL: https://doi.org/10.2307/2007378
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Inference from stochastic processes and spectral analysis (62M15) Signal detection and filtering (aspects of stochastic processes) (60G35) Orthogonalization in numerical linear algebra (65F25)
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