Geodesic
Spectral analysis of ARMA processes by Prony's method
Kybernetika, Tome 20 (1984) no. 4, pp. 322-328 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 62M10, 62M15, 93E12 
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     author = {Pelik\'an, Emil},
     title = {Spectral analysis of {ARMA} processes by {Prony's} method},
     journal = {Kybernetika},
     pages = {322--328},
     year = {1984},
     volume = {20},
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     zbl = {0553.62084},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1984_20_4_a4/}
}
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Pelikán, Emil. Spectral analysis of ARMA processes by Prony's method. Kybernetika, Tome 20 (1984) no. 4, pp. 322-328. http://geodesic.mathdoc.fr/item/KYB_1984_20_4_a4/

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[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] 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