Some aspects of Laguerre filtering usage for time series analysis
J. Bokor, Gyorgy H. Terdik · Annales Universitatis Scientiarum Budapestinensis de Rolando Eötvös Nominatae Sectio computatorica · 2024
This paper discusses using a discrete Laguerre filter for some time series problems in the frequency domain. The Laguerre transformation of an ARMA time series model is considered. The beta–function is considered and the possible application of FFT for efficient computation is pointed out.