Efficient use of higher‐lag autocorrelations for estimating autoregressive processes (Q4431621)
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scientific article; zbMATH DE number 1995755
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient use of higher‐lag autocorrelations for estimating autoregressive processes |
scientific article; zbMATH DE number 1995755 |
Statements
Efficient use of higher‐lag autocorrelations for estimating autoregressive processes (English)
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22 October 2003
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efficiency gains
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empirical autocorrelations
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Yule-Walker estimator
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