The Yule-Walker Equations as a weighted Least Squares...

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Communication in Statistics- Theory and Methods 2015 / 12

The Yule-Walker Equations as a weighted Least Squares Problem and the Association with Tapering

Parrish, Joan, Crunk, Steven M, Lee, Bee Leng
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Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2014.936941
Date:
December, 2015
File:
PDF, 597 KB
english, 2015
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