An order-recursive algorithm to solve the 3-D Yule-Walker equations of causal 3-D AR models (Q2732844)

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An order-recursive algorithm to solve the 3-D Yule-Walker equations of causal 3-D AR models
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    An order-recursive algorithm to solve the 3-D Yule-Walker equations of causal 3-D AR models (English)
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    9 August 2001
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    identification
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    autoregressive modeling
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    order-recursive algorithm
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    Yule-Walker equations
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