Torsten Söderström, Jan Jezek, Vladimír Kucera. An efficient and versatile algorithm for computing the covariance function of an ARMA process. IEEE Transactions on Signal Processing, 46(6):1591-1600, 1998. [doi]
@article{SoderstromJK98,
title = {An efficient and versatile algorithm for computing the covariance function of an ARMA process},
author = {Torsten Söderström and Jan Jezek and Vladimír Kucera},
year = {1998},
doi = {10.1109/78.678473},
url = {http://dx.doi.org/10.1109/78.678473},
researchr = {https://researchr.org/publication/SoderstromJK98},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Signal Processing},
volume = {46},
number = {6},
pages = {1591-1600},
}