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A generalized Levinson algorithm for covariance extension with application to multiscale autoregressive modeling - MaRDI portal

A generalized Levinson algorithm for covariance extension with application to multiscale autoregressive modeling (Q4679919)

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scientific article; zbMATH DE number 2172523
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A generalized Levinson algorithm for covariance extension with application to multiscale autoregressive modeling
scientific article; zbMATH DE number 2172523

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    A generalized Levinson algorithm for covariance extension with application to multiscale autoregressive modeling (English)
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    31 May 2005
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