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"An efficient and versatile algorithm for computing the covariance function ..."

Torsten Söderström, Jan Jezek, Vladimír Kucera (1998)

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DOI: 10.1109/78.678473

access: closed

type: Journal Article

metadata version: 2022-06-23

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Torsten Söderström, Jan Jezek, Vladimír Kucera:
An efficient and versatile algorithm for computing the covariance function of an ARMA process. IEEE Trans. Signal Process. 46(6): 1591-1600 (1998)

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