A New Approach to Modeling of Stochastic Processes Based on Principal Components of Henkel Matrix
The Yugoslav Journal of Operations Research (1993)
- Volume: 3, Issue: 5, page 21-31
- ISSN: 0354-0243
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topDragan Radojević. "A New Approach to Modeling of Stochastic Processes Based on Principal Components of Henkel Matrix." The Yugoslav Journal of Operations Research 3.5 (1993): 21-31. <http://eudml.org/doc/261440>.
@article{DraganRadojević1993,
author = {Dragan Radojević},
journal = {The Yugoslav Journal of Operations Research},
keywords = {principal components of Hankel matrices; singular value decomposition of the Hankel matrix of covariation of process output; noniterative algorithm of time series modeling; example},
language = {eng},
number = {5},
pages = {21-31},
publisher = {Faculty of Organizational Sciences},
title = {A New Approach to Modeling of Stochastic Processes Based on Principal Components of Henkel Matrix},
url = {http://eudml.org/doc/261440},
volume = {3},
year = {1993},
}
TY - JOUR
AU - Dragan Radojević
TI - A New Approach to Modeling of Stochastic Processes Based on Principal Components of Henkel Matrix
JO - The Yugoslav Journal of Operations Research
PY - 1993
PB - Faculty of Organizational Sciences
VL - 3
IS - 5
SP - 21
EP - 31
LA - eng
KW - principal components of Hankel matrices; singular value decomposition of the Hankel matrix of covariation of process output; noniterative algorithm of time series modeling; example
UR - http://eudml.org/doc/261440
ER -
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