The Yule–Walker equations as a weighted least-squares problem and the association with tapering (Q2817140)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Yule–Walker equations as a weighted least-squares problem and the association with tapering |
scientific article |
Statements
The Yule–Walker equations as a weighted least-squares problem and the association with tapering (English)
0 references
29 August 2016
0 references
autoregression
0 references
taper
0 references
weighted least squares
0 references
Yule-Walker
0 references
