Asymptotic properties of high-order Yule-Walker estimates of the AR parameters of an ARMA time series

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1 October 1985

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Acoustics, Speech, and Signal Processing

Vol. 33 (5) , 1095-1101
https://doi.org/10.1109/tassp.1985.1164702

Abstract

No abstract available

Keywords

This publication has 9 references indexed in Scilit:

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