A stagewise parameter estimation procedure for correlated data

DOI10.1007/BF01386020zbMath0129.11302MaRDI QIDQ2394867

No author found.

Publication date: 1961

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/131491

zbMATH Keywords

statistics

Cites Work

• Unnamed Item
• On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive Process
• THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION

This page was built for publication: A stagewise parameter estimation procedure for correlated data