Spectral analysis of ARMA processes by Prony's method
Kybernetika (1984)
- Volume: 20, Issue: 4, page 322-328
- ISSN: 0023-5954
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topPelikán, Emil. "Spectral analysis of ARMA processes by Prony's method." Kybernetika 20.4 (1984): 322-328. <http://eudml.org/doc/27984>.
@article{Pelikán1984,
author = {Pelikán, Emil},
journal = {Kybernetika},
keywords = {autocovariance coefficients; exponential model; extended Prony's algorithm; spectral density ARMA process; spectral estimations},
language = {eng},
number = {4},
pages = {322-328},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Spectral analysis of ARMA processes by Prony's method},
url = {http://eudml.org/doc/27984},
volume = {20},
year = {1984},
}
TY - JOUR
AU - Pelikán, Emil
TI - Spectral analysis of ARMA processes by Prony's method
JO - Kybernetika
PY - 1984
PB - Institute of Information Theory and Automation AS CR
VL - 20
IS - 4
SP - 322
EP - 328
LA - eng
KW - autocovariance coefficients; exponential model; extended Prony's algorithm; spectral density ARMA process; spectral estimations
UR - http://eudml.org/doc/27984
ER -
References
top- G. E. F. Box, G. M. Jenkins, Time Series Analysis - Forecasting and Control, Holden-Day, San Francisco 1970. (1970) Zbl0249.62009MR0272138
- 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
- S. M. Kay, S. L. Marple, Spectrum analysis - A modern perspective, Proc. IEEE 69 (1981), 11, 1280-1419. (1981)
- M. Vošvrda, E. Pelikán, On covariance coefficients estimates of finite order moving average processes, Kybernetika 77(1981), 2, 169-174. (1981) MR0624209
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