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
Achilles; M. Zur Lösung der Yule-Walker-Gleichungen.. Metrika, Tome 34 (1987), pp. 237-251. http://geodesic.mathdoc.fr/item/MET_1987__34_176125/
@article{MET_1987__34_176125,
author = {Achilles and M.},
title = {Zur {L\"osung} der {Yule-Walker-Gleichungen.}},
journal = {Metrika},
pages = {237--251},
year = {1987},
volume = {34},
language = {de},
url = {http://geodesic.mathdoc.fr/item/MET_1987__34_176125/}
}