Properties of generalized Levinson-Durbin-Whittle sequences

DOI10.1016/j.jspi.2008.03.017zbMath1368.62246OpenAlexW1992592519MaRDI QIDQ928914

Paul Shaman

Publication date: 11 June 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.03.017

zbMATH Keywords

binomial coefficientsgeneralized Levinson-Durbin-Whittle sequencetime-reversible process

Mathematics Subject Classification ID

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

Related Items

Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation

Cites Work

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• Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation
• THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS
• The Fitting of Time-Series Models
• On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix

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