Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization
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چکیده
منابع مشابه
Experiments on Gram-schmidt Orthogonalization
(3) In addition to solutions for | k | ^ 9999, we have solutions, for y ^ 104 and | k | g 99999; there are 1221 for positive k and 799 for negative k. The vast majority of solutions are with y < 100 and Table 2 gives the number of solutions for various ranges of y. The fact that the number of solutions is a rapidly decreasing function of y suggests that for at least some k the solution set may ...
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1 CERFACS, 42 Avenue Gaspard Coriolis, 31057 Toulouse Cedex 1, France ([email protected]). 2 The University of Tennessee, Department of Computer Science, 1122 Volunteer Blvd., Knoxville, TN 37996-3450, USA ([email protected]). 3 Institute of Computer Science, Academy of Sciences of the Czech Republic, Pod vodárenskou věž́ı 2, CZ-182 07 Prague 8, Czech Republic ([email protected]). 4 Heinrich-Heine-...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1981
ISSN: 0304-4149
DOI: 10.1016/0304-4149(81)90005-3