A stagewise parameter estimation procedure for correlated data
- 1 December 1961
- journal article
- Published by Springer Nature in Numerische Mathematik
- Vol. 3 (1) , 202-208
- https://doi.org/10.1007/bf01386020
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive ProcessThe Annals of Mathematical Statistics, 1958
- THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTIONBiometrika, 1955