Generation of the Autocorrelation Sequence of an Arma Process
Document Type
Article
Date of Original Version
1-1-1985
Abstract
A new technique is described for generating the autocorrelation sequence of an autoregressive-moving average process. Unlike some other approaches, the method does not require a matrix inversion.
Publication Title, e.g., Journal
IEEE Transactions on Acoustics, Speech, and Signal Processing
Volume
ASSP-33
Issue
3
Citation/Publisher Attribution
Kay, Steven. "Generation of the Autocorrelation Sequence of an Arma Process." IEEE Transactions on Acoustics, Speech, and Signal Processing ASSP-33, 3 (1985): 733-734. doi: 10.1109/tassp.1985.1164600.
