Approximate factorization of unfactorable spectral models
L. B. Jackson · 2005
Promising MA, AR, or ARMA modeling techniques are sometimes discarded because they can produce non-positive or unfactorable spectral estimates. However, if the spectral information is otherwise reasonably preserved, approximate factorization can be obtained by Durbin's method to give positive spectra. Several useful applications to AR and ARMA modeling are cited.