A recursive in order algorithm for least squares estimates of an autoregressive process
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Publication:3135424
DOI10.1080/00949659008811298zbMath0775.62231OpenAlexW2026470086WikidataQ115096366 ScholiaQ115096366MaRDI QIDQ3135424
H. Joseph Newton, Katherine Bennett Ensor
Publication date: 7 October 1993
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659008811298
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)
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