Function TSARMA

Part of the Lecture Notes in Computer Science book series (LNCS, volume 187)


Autocovariance Function Series White Noise White Noise Variance ARHA Model Autocovariance Sequence 
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  1. BOX Georges E. P. & JENKINS Gwilym M. Time Series Analysis: Forecasting and Control Holden-Day, San Francisco, 1976.Google Scholar
  2. RALSTON Anthony & RABINOWITZ Philip A first Course in Numerical Analysis MacGraw-Hill, New York, 1978.Google Scholar
  3. WILSON G. T. Factorization of the generating function of a pure Moving Average process SIAM Journal of Numerical Analysis, Vol. 6, No. 1, 1969.Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 1985

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