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
More Info
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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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