The Yule–Walker equations as a weighted least-squares problem and the association with tapering (Q2817140)
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scientific article; zbMATH DE number 6620252
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Yule–Walker equations as a weighted least-squares problem and the association with tapering |
scientific article; zbMATH DE number 6620252 |
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The Yule–Walker equations as a weighted least-squares problem and the association with tapering (English)
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29 August 2016
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autoregression
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taper
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weighted least squares
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Yule-Walker
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