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Stable Autoregressive Models and Signal Estimation - MaRDI portal

Stable Autoregressive Models and Signal Estimation (Q2920015)

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scientific article; zbMATH DE number 6097996
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English
Stable Autoregressive Models and Signal Estimation
scientific article; zbMATH DE number 6097996

    Statements

    Stable Autoregressive Models and Signal Estimation (English)
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    23 October 2012
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    extended Yule-Walker estimation
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    model identification
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    partial auto-covariation
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    signal estimation
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    stable autoregressive model
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    Identifiers