2 articles for “Padé approximation”

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Research ArticleOpen accessIn the keywordsThe Numerical Computation of Rational Structures and Asymptotic Standard Deviations in Causal Time Series DataConcepción González-Concepción, María Candelaria Gil-Fariña, Celina Pestano-GabinoProblem statement: The specific properties of data series are of primary importance in several sciences. In the field of time series analysis, several researchers have considered the rational approximation theory, particularly the Padé Approximation and Orthogonal Polynomials. Approach: In this study, an approach for the statistical significance of two numerical methods, the r-s and q-d algorithm, was proposed which made … …Journal of Mathematics and Statistics, Vol. 5, Issue 3 · 30 Sep 2009 · 7,049 accessesView PDF Cite

Research ArticleOpen accessIn the keywordsSome Algorithms to Identify Rational Structures in Stochastic Processes with ExpectationsConcepción González-Concepción, María Candelaria Gil-Fariña, Celina Pestano-GabinoThis research was concerned with the identification of rational models in stochastic processes and we use the Padé-Laurent Approximation to identify a Transfer-Function Model with Expectations. We mention the T-table method and focus in studying the generalised epsilon-algorithm, emphasizing the main role of the statistical significance of their numerical entries. Empirical work is made for non-causal TF models using both … …Journal of Mathematics and Statistics, Vol. 3, Issue 4 · 31 Dec 2007 · 6,752 accessesView PDF Cite