LEVINSON-TYPE RECURSIVE ALGORITHMS FOR LEAST-SQUARES AUTOREGRESSION (Q3203887)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LEVINSON-TYPE RECURSIVE ALGORITHMS FOR LEAST-SQUARES AUTOREGRESSION |
scientific article |
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LEVINSON-TYPE RECURSIVE ALGORITHMS FOR LEAST-SQUARES AUTOREGRESSION (English)
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1990
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fast, efficient recursion
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non-stationary models
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least-squares autoregressive coefficients
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explosive models
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algorithm
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