Solutions of Yule-Walker equations for singular AR processes (Q5495698)
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scientific article; zbMATH DE number 6325666
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| English | Solutions of Yule-Walker equations for singular AR processes |
scientific article; zbMATH DE number 6325666 |
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Solutions of Yule-Walker equations for singular AR processes (English)
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6 August 2014
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singular AR process
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minimal norm solution
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stationary process
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0.8258052468299866
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0.795428991317749
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0.7889077067375183
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0.7231104969978333
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