Computation of the autocovariances of stationary arma processes
- 31 December 1979
- journal article
- Published by Elsevier in Computers & Industrial Engineering
- Vol. 3 (4), 313-320
- https://doi.org/10.1016/0360-8352(79)90010-x
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Discounted cash flow analysis of time seriesComputers & Industrial Engineering, 1978
- A Method for Determining the Autocoyariance Function of A Box-Jenkins Forecasting ModelA I I E Transactions, 1978