Zur Lösung der Yule-Walker-Gleichungen. (On the solution of the Yule- Walker equations)
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Publication:1091067
DOI10.1007/BF02613155zbMath0622.62086MaRDI QIDQ1091067
Publication date: 1987
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/176125
time seriesvariancedeterminantstationarity conditionautoregressive processcovariancesYule-Walker equationsoperator polynomialstationary AR(p)-process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
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