Linear approximation in the discrete frequency domain

DOI10.1016/S0377-0427(99)00357-XzbMath0969.65009MaRDI QIDQ5928294

Concepción González-Concepción, Sergio Alonso

Publication date: 4 October 2001

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

numerical exampletime seriesdiscrete Fourier transformdiscrete frequency domainfilter modelLevinson algorithmlinear model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical methods for trigonometric approximation and interpolation (65T40)

Cites Work

• Unnamed Item
• Time series: theory and methods.
• Linear prediction: Mathematics and engineering
• The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations

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