𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Symmetric multistep methods over long times

✍ Scribed by Ernst Hairer; Christian Lubich


Publisher
Springer-Verlag
Year
2004
Tongue
English
Weight
720 KB
Volume
97
Category
Article
ISSN
0029-599X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Symmetric linear multistep methods
✍ Ernst Hairer πŸ“‚ Article πŸ“… 2006 πŸ› Springer Netherlands 🌐 English βš– 612 KB
On multistep prediction error methods fo
✍ Petre Stoica; Arye Nehorai πŸ“‚ Article πŸ“… 1989 πŸ› John Wiley and Sons 🌐 English βš– 574 KB

Multistep prediction error methods for linear time series models are considered from both a theoretical and a practical standpoint. The emphasis is on autoregressive moving-average (ARMA) models for which a multistep prediction error estimation method (PEM) is developed. The results of a Monte Carlo