An efficient and versatile algorithm for computing the covariance function of an ARMA process - researchr publication related

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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]

The following publications are possibly variants of this publication:

An Evaluation of Algorithms for Computing the Covariance Function of a Multivariable Arma ProcessTorsten Söderström, Michael Sebek, Jan Jezek, Vladimír Kucera, Didier Henrion. ejcon, 8(4):315-325, 2002. [doi]

An evaluation of algorithms for computing the covariance function of a multivariable ARMA processTorsten Söderström, Michael Sebek, Jan Jezek, Vladimír Kucera, Didier Henrion. eucc 2001: 3687-3692 [doi]

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