On covariance coefficients estimates of finite order moving average processes
Emil Pelikán; Miloslav Vošvrda
Kybernetika (1981)
- Volume: 17, Issue: 2, page 169-174
- ISSN: 0023-5954
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top- M. Wold, A Study in the Analysis of Stationary Time Series, Almqvist & Wiksell, Stockholm 1953. (1953)
- G. Wilson, Factorization of the covariance generating function of a pure moving average process, SIAM J. Numer. Anal. 6 (1969), 1, 1-7. (1969) Zbl0176.46401MR0253561
- A. Ralston, Základy numerické matematiky, (A First Course in Numerical Analysis). Academia, Praha 1978. (1978) Zbl0434.65002