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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topPelikán, Emil, and Vošvrda, Miloslav. "On covariance coefficients estimates of finite order moving average processes." Kybernetika 17.2 (1981): 169-174. <http://eudml.org/doc/27915>.
@article{Pelikán1981,
author = {Pelikán, Emil, Vošvrda, Miloslav},
journal = {Kybernetika},
language = {eng},
number = {2},
pages = {169-174},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On covariance coefficients estimates of finite order moving average processes},
url = {http://eudml.org/doc/27915},
volume = {17},
year = {1981},
}
TY - JOUR
AU - Pelikán, Emil
AU - Vošvrda, Miloslav
TI - On covariance coefficients estimates of finite order moving average processes
JO - Kybernetika
PY - 1981
PB - Institute of Information Theory and Automation AS CR
VL - 17
IS - 2
SP - 169
EP - 174
LA - eng
UR - http://eudml.org/doc/27915
ER -
References
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
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