Generation of the Autocorrelation Sequence of an Arma Process

Authors

Steven Kay, University of Rhode Island

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.