Geodesic
On covariance coefficients estimates of finite order moving average processes
Kybernetika, Tome 17 (1981) no. 2, pp. 169-174 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 62M10 
@article{KYB_1981_17_2_a6,
     author = {Pelik\'an, Emil and Vo\v{s}vrda, Miloslav},
     title = {On covariance coefficients estimates of finite order moving average processes},
     journal = {Kybernetika},
     pages = {169--174},
     year = {1981},
     volume = {17},
     number = {2},
     mrnumber = {624209},
     zbl = {0477.62073},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1981_17_2_a6/}
}
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Pelikán, Emil; Vošvrda, Miloslav. On covariance coefficients estimates of finite order moving average processes. Kybernetika, Tome 17 (1981) no. 2, pp. 169-174. http://geodesic.mathdoc.fr/item/KYB_1981_17_2_a6/

[1] M. Wold: A Study in the Analysis of Stationary Time Series. Almqvist & Wiksell, Stockholm 1953.

[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 | Zbl

[3] A. Ralston: Základy numerické matematiky. (A First Course in Numerical Analysis). Academia, Praha 1978. | Zbl