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Generalized Levinson-Durbin and Burg algorithms
Brockwell, Peter J.
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Dahlhaus, R.
- In:
Journal of econometrics
118
(
2004
)
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pp. 129-149
Persistent link: https://www.econbiz.de/10001823116
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Prediction of Lévy-driven CARMA processes
Brockwell, Peter J.
;
Lindner, Alexander
- In:
Journal of econometrics
189
(
2015
)
2
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pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
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