Stefan Mittnik

2 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0009-0006-9558-2729

State University of New York, Stony Brook, USA

Publications

• Computing Theoretical Autocovariances of Multivariate Autoregressive Moving Average Models by Using a Block Levinson Method — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1993
• Computation of Theoretical Autocovariance Matrices of Multivariate Autoregressive Moving Average Time Series — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1990