Nonstationary Yule-Walker equations (Q594516)
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scientific article; zbMATH DE number 3835196
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonstationary Yule-Walker equations |
scientific article; zbMATH DE number 3835196 |
Statements
Nonstationary Yule-Walker equations (English)
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1983
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time series
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stochastic difference equations
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nonstationary autoregressive processes
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time-varying autoregressive models
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stochastic realization problem
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non-stationary AR systems
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model building
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generalized Yule-Walker equations
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