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References:
[1] G. T. Wilson: Factorization of the covariance generating function of a pure moving average process. SIAM J. Numer. Anal. 6 (1969), 1-7. MR 0253561 | Zbl 0176.46401
[2] J. Rissanen: Algorithm for triangular decomposition of block Hankel and Toeplity matrices with application to factoring positive matrix polynomial. Mathematics of computation 27 (1973), 147-154. MR 0329235
[3] G. T. Wilson: The factorization of matricial spectral densities. SIAM J. Appl. Math. 23, (1972), 420-426. MR 0331843
[4] W. G. Tuel, Jr.: Computer algorithm for spectral factorization of rational matrices. IBM J. (1968), 163-170. Zbl 0155.48704
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