An order-recursive algorithm to solve the 3-D Yule-Walker equations of causal 3-D AR models

DOI10.1109/78.782192zbMath0979.94015OpenAlexW2147652237MaRDI QIDQ2732844

Byoung-Seon Choi

Publication date: 9 August 2001

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

Full work available at URL: https://doi.org/10.1109/78.782192

zbMATH Keywords

identificationYule-Walker equationsautoregressive modelingorder-recursive algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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