Bemerkung zur Lösung der Yule-Walker-Gleichungen. (Remarks on the solution of the Yule-Walker equations) (Q1107249)
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scientific article; zbMATH DE number 4064317
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| English | Bemerkung zur Lösung der Yule-Walker-Gleichungen. (Remarks on the solution of the Yule-Walker equations) |
scientific article; zbMATH DE number 4064317 |
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Bemerkung zur Lösung der Yule-Walker-Gleichungen. (Remarks on the solution of the Yule-Walker equations) (English)
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1988
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autoregressive process
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autocovariance matrices
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stationary vector AR(p) process
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Yule-Walker-equations
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0.908897876739502
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0.7889077067375183
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0.7628057599067688
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0.7561134099960327
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