THE FINITE MEMORY PREDICTION OF COVARIANCE STATIONARY TIME-SERIES

被引:7
作者
NEWTON, HJ
PAGANO, M
机构
[1] HARVARD UNIV,BOSTON,MA 02115
[2] SIDNEY FARBER CANC INST,BOSTON,MA 02115
来源
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING | 1983年 / 4卷 / 02期
关键词
D O I
10.1137/0904027
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:330 / 339
页数:10
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