New insights into the high-order Yule-Walker equations (Q3477848)
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scientific article; zbMATH DE number 4147358
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | New insights into the high-order Yule-Walker equations |
scientific article; zbMATH DE number 4147358 |
Statements
New insights into the high-order Yule-Walker equations (English)
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1990
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autoregressive processes
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high-order Yule-Walker equations
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singularity condition
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high-order autocorrelation matrix
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noise compensation
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low- order autocorrelation matrix
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autocorrelation estimates
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noisy AR process
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0.800828754901886
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0.7931662201881409
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0.7717155814170837
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0.7659555673599243
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0.7396748065948486
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