Weighting Coefficients for the Prediction of Stationary Time Series from the Finite Past
Author:
- William F. TrenchWTWilliam F. Trench
- 1 November 1967
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics
- Vol. 15 (6) , 1502-1510
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- On the Extrapolation of a Special Class of Stationary Time SeriesThe Annals of Mathematical Statistics, 1965
- Prediction of Time Series From Finite PastJournal of the Society for Industrial and Applied Mathematics, 1965
- An Algorithm for the Inversion of Finite Toeplitz MatricesJournal of the Society for Industrial and Applied Mathematics, 1964
- Toeplitz Forms and Their Applications1958
- Toeplitz Forms and Their ApplicationsPhysics Today, 1958