APPROXIMATE FACTORIZATION OF UNFACTORABLE SPECTRAL MODELS.
Date of Original Version
Promising MA, AR, or ARMA modeling techniques are sometimes discarded because they can produce nonpositive or unfactorable spectral estimates. However, if the spectral information is otherwise reasonably preserved, approximate factorization can be obtained by J. Durbin's method (1959) to give positive spectra. Several useful applications to AR and ARMA modeling are cited.
ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Jackson, Leland B.. "APPROXIMATE FACTORIZATION OF UNFACTORABLE SPECTRAL MODELS.." ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings , (1985): 324-325. https://digitalcommons.uri.edu/ele_facpubs/633