Finite-sample bias 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
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https://resolver.tudelft.nl/uuid:e034117b-abe7-425e-94d1-13546f0d6d62
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Publication Year
2008
Research Group
MSP/Industrial & Environmental Processes
Pages (from-to)
342-347
ISBN (print)
1-4244-1541-1
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