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Latest revision as of 03:46, 20 March 2024

scientific article
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The Levinson Algorithm and Its Applications in Time Series Analysis
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    The Levinson Algorithm and Its Applications in Time Series Analysis (English)
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    1984
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    ARMA models
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    Burg's recursion
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    Toeplitz matrices
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    linear filter
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    Levinson algorithm
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    extensions
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    review
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    time series
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