On the recursive solution of the normal equations of bilateral multivariate autoregressive models

DOI10.1109/78.757227zbMath0967.62062OpenAlexW2166661714MaRDI QIDQ2723623

Byoung-Seon Choi

Publication date: 8 July 2001

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.757227

zbMATH Keywords

normal equationsbilateral AR processmultivariate AR processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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