LEVINSON-TYPE RECURSIVE ALGORITHMS FOR LEAST-SQUARES AUTOREGRESSION (Q3203887)
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scientific article; zbMATH DE number 4180605
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| English | LEVINSON-TYPE RECURSIVE ALGORITHMS FOR LEAST-SQUARES AUTOREGRESSION |
scientific article; zbMATH DE number 4180605 |
Statements
LEVINSON-TYPE RECURSIVE ALGORITHMS FOR LEAST-SQUARES AUTOREGRESSION (English)
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1990
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fast, efficient recursion
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non-stationary models
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least-squares autoregressive coefficients
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explosive models
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algorithm
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0.90946335
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0.89057064
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0.88193476
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0.88059425
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0.8781254
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0.87709796
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