Finite data lattice algorithms for instrumental variable recursions

DOI10.1109/TASSP.1983.1164182zbMath0569.62080OpenAlexW2111530005MaRDI QIDQ3685899

Victor Solo

Publication date: 1983

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tassp.1983.1164182

zbMATH Keywords

lattice algorithmARMA and ARX time series modelsfinite data instrumental variable recursion

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

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