An Efficient and Versatile Algorithm for Computing the Covariance Function of an ARMA Process

0409392 20240103182105.020060210235959.9 0346-8887 An Efficient and Versatile Algorithm for Computing the Covariance Function of an ARMA Process Uppsala Uppsala University 1996 20 s. Research Report UPTEC 96108R cav_un_auth*0212201 Söderström T. SE cav_un_auth*0101116 Ježek Jan UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0101144 Kučera Vladimír UTIA-B Department of Control Theory Ústav teorie informace a automatizace AV ČR, v. v. i. 09I 102/94/0294 GA ČR cav_un_auth*0212031 TŘ http://hdl.handle.net/11104/0129489 UTIA-B 960141 1996 1996 Uppsala Uppsala University