Two recursive estimates of autoregressive models based on maximum likelihood
- 1 April 1978
- journal article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 7 (2) , 85-92
- https://doi.org/10.1080/00949657808810215
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Efficient solution of covariance equations for linear predictionIEEE Transactions on Acoustics, Speech, and Signal Processing, 1977
- The Fitting of Time-Series ModelsRevue de l'Institut International de Statistique / Review of the International Statistical Institute, 1960
- The Wiener (Root Mean Square) Error Criterion in Filter Design and PredictionJournal of Mathematics and Physics, 1946