Parameter estimation of an all pole autoregressive model through autocovariance (Q3992148)
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scientific article; zbMATH DE number 39123
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation of an all pole autoregressive model through autocovariance |
scientific article; zbMATH DE number 39123 |
Statements
28 June 1992
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impulse response function
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white Gaussian noise
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Yule-Walker equations
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all pole autoregressive model
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0.7543363571166992
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0.7541915774345398
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