| Title:
|
Spectral analysis of ARMA processes by Prony's method (English) |
| Author:
|
Pelikán, Emil |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
20 |
| Issue:
|
4 |
| Year:
|
1984 |
| Pages:
|
322-328 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62M10 |
| MSC:
|
62M15 |
| MSC:
|
93E12 |
| idZBL:
|
Zbl 0553.62084 |
| idMR:
|
MR768511 |
| . |
| Date available:
|
2009-09-24T17:41:59Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124829 |
| . |
| Reference:
|
[1] G. E. F. Box, G. M. Jenkins: Time Series Analysis - Forecasting and Control.Holden-Day, San Francisco 1970. Zbl 0249.62009, MR 0272138 |
| Reference:
|
[2] G. Wilson: Factorization of the covariance generating function of a pure moving average process.SIAM J. Numer. Anal. 6 (1969), 1,1-7. Zbl 0176.46401, MR 0253561 |
| Reference:
|
[3] S. M. Kay, S. L. Marple: Spectrum analysis - A modern perspective.Proc. IEEE 69 (1981), 11, 1280-1419. |
| Reference:
|
[4] M. Vošvrda, E. Pelikán: On covariance coefficients estimates of finite order moving average processes.Kybernetika 77(1981), 2, 169-174. MR 0624209 |
| . |
