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Maximum likelihood estimation of the autoregressive model by relaxation on the reflection coefficients - MaRDI portal

Maximum likelihood estimation of the autoregressive model by relaxation on the reflection coefficients (Q3807997)

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Maximum likelihood estimation of the autoregressive model by relaxation on the reflection coefficients
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    Maximum likelihood estimation of the autoregressive model by relaxation on the reflection coefficients (English)
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    1988
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    autoregressive parameter estimation
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    reflection coefficient
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    algorithm
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    Toeplitz covariance matrix
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