About DML-CZ | FAQ | Conditions of Use | Math Archives | Contact Us
  Previous |  Up |  Next

Article

First Page Preview
Pelikán, Emil
Spectral analysis of ARMA processes by Prony's method. (English). Kybernetika, vol. 20 (1984), issue 4, pp. 322-328
MSC: 62M10, 62M15, 93E12 | MR 768511 | Zbl 0553.62084
References:
[1] G. E. F. Box, G. M. Jenkins: Time Series Analysis - Forecasting and Control. Holden-Day, San Francisco 1970. MR 0272138 | Zbl 0249.62009
[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] S. M. Kay, S. L. Marple: Spectrum analysis - A modern perspective. Proc. IEEE 69 (1981), 11, 1280-1419.
[4] M. Vošvrda, E. Pelikán: On covariance coefficients estimates of finite order moving average processes. Kybernetika 77(1981), 2, 169-174. MR 0624209
Partner of
EuDML logo