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Pelikán, Emil ; Vošvrda, Miloslav
On covariance coefficients estimates of finite order moving average processes. (English). Kybernetika, vol. 17 (1981), issue 2, pp. 169-174
MSC: 62M10 | MR 624209 | Zbl 0477.62073
References:
[1] M. Wold: A Study in the Analysis of Stationary Time Series. Almqvist & Wiksell, Stockholm 1953.
[2] G. Wilson: Factorization of the covariance generating function of a pure moving average process. SIAM J. Numer. Anal. 6 (1969), 1, 1-7. MR 0253561 | Zbl 0176.46401
[3] A. Ralston: Základy numerické matematiky. (A First Course in Numerical Analysis). Academia, Praha 1978. Zbl 0434.65002
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