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On the relation between fitting autoregression and periodogram with applications - MaRDI portal

On the relation between fitting autoregression and periodogram with applications (Q1253079)

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scientific article; zbMATH DE number 3614043
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English
On the relation between fitting autoregression and periodogram with applications
scientific article; zbMATH DE number 3614043

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    On the relation between fitting autoregression and periodogram with applications (English)
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    1979
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    Calculation of Error Covariance Matrices
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    Yule-Walker Equations
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    Periodogram
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    Time Series Problems
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    Autoregressive Spectral Estimation
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    Fitting Autoregression
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