Finite-sample bias propagation in the Yule-Walker method of autoregressive estimation.

Conference Paper (2008)
Author(s)

PMT Broersen (TU Delft - MSP/Industrial & Environmental Processes)

Research Group
MSP/Industrial & Environmental Processes
More Info
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Publication Year
2008
Research Group
MSP/Industrial & Environmental Processes
Pages (from-to)
2744-2749
ISBN (print)
978-3-902661-00-5

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