Geodesic
Zur Lösung der Yule-Walker-Gleichungen.
Metrika, Tome 34 (1987), pp. 237-251.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Mots-clés : time series, autoregressive process, stationarity condition, variance, covariances, stationary AR(p)-process, Yule-Walker equations, determinant, operator polynomial 
@article{MET_1987__34_176125,
     author = {Achilles and M.},
     title = {Zur {L\"osung} der {Yule-Walker-Gleichungen.}},
     journal = {Metrika},
     pages = {237--251},
     publisher = {mathdoc},
     volume = {34},
     year = {1987},
     language = {de},
     url = {http://geodesic.mathdoc.fr/item/MET_1987__34_176125/}
}
TY  - JOUR
AU  - Achilles
AU  - M.
TI  - Zur Lösung der Yule-Walker-Gleichungen.
JO  - Metrika
PY  - 1987
SP  - 237
EP  - 251
VL  - 34
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MET_1987__34_176125/
LA  - de
ID  - MET_1987__34_176125
ER  - 
%0 Journal Article
%A Achilles
%A M.
%T Zur Lösung der Yule-Walker-Gleichungen.
%J Metrika
%D 1987
%P 237-251
%V 34
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MET_1987__34_176125/
%G de
%F MET_1987__34_176125
Achilles; M. Zur Lösung der Yule-Walker-Gleichungen.. Metrika, Tome 34 (1987), pp. 237-251. http://geodesic.mathdoc.fr/item/MET_1987__34_176125/