Generalized Levinson--Durbin and Burg algorithms.
type: Item
instance of: scholarly article
title: Generalized Levinson--Durbin and Burg algorithms.
zbMATH Open document ID: 1033.62091
DOI: 10.1016/S0304-4076(03)00138-6
published in: Journal of Econometrics
publication date: 2004-01-26T00:00:00Z
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 2032699
zbMATH Keywords: Recursive autoregression
zbMATH Keywords: Levinson--Durbin algorithm
zbMATH Keywords: Burg algorithm
zbMATH Keywords: Subset modelling
zbMATH Keywords: Multistep prediction
author: Peter J. Brockwell
author: R. Dahlhaus
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2032699