Finite-Sample Bias Propagation in Autoregressive Estimation with the Yule-Walker Method
Journal Article
(2009)
Author(s)
PMT Broersen (TU Delft - MSP/Industrial & Environmental Processes)
Research Group
MSP/Industrial & Environmental Processes
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https://resolver.tudelft.nl/uuid:58386111-a868-4af7-8f49-8bad9fb47efb
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Publication Year
2009
Research Group
MSP/Industrial & Environmental Processes
Issue number
5
Volume number
58
Pages (from-to)
1354-1360
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