A class of modified high‐order autoregressive models with improved resolution of low‐frequency cycles
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Publication:4828179
DOI10.1046/j.0143-9782.2003.00347.xzbMath1051.62082OpenAlexW2095486379MaRDI QIDQ4828179
Alex S. Morton, Granville Tunnicliffe Wilson
Publication date: 24 November 2004
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1046/j.0143-9782.2003.00347.x
spectrum estimationmulti-step predictionlow-frequency cyclesimproved resolutionmodified high-order autoregressive models
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