| Title:
|
On covariance coefficients estimates of finite order moving average processes (English) |
| Author:
|
Pelikán, Emil |
| Author:
|
Vošvrda, Miloslav |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
17 |
| Issue:
|
2 |
| Year:
|
1981 |
| Pages:
|
169-174 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62M10 |
| idZBL:
|
Zbl 0477.62073 |
| idMR:
|
MR624209 |
| . |
| Date available:
|
2009-09-24T17:20:19Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124760 |
| . |
| Reference:
|
[1] M. Wold: A Study in the Analysis of Stationary Time Series.Almqvist & Wiksell, Stockholm 1953. |
| 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] A. Ralston: Základy numerické matematiky.(A First Course in Numerical Analysis). Academia, Praha 1978. Zbl 0434.65002 |
| . |
