An order-recursive algorithm to solve the 3-D Yule-Walker equations of causal 3-D AR models (Q2732844)
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scientific article; zbMATH DE number 1632244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An order-recursive algorithm to solve the 3-D Yule-Walker equations of causal 3-D AR models |
scientific article; zbMATH DE number 1632244 |
Statements
An order-recursive algorithm to solve the 3-D Yule-Walker equations of causal 3-D AR models (English)
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9 August 2001
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identification
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autoregressive modeling
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order-recursive algorithm
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Yule-Walker equations
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