✦ LIBER ✦

Kernel autoregressive models using Yule–Walker equations

✍ Scribed by Kallas, M.; Honeine, P.; Francis, C.; Amoud, H.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

YULE-WALKER ESTIMATES FOR CONTINUOUS-TIM

✍ Rob J. Hyndman 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 616 KB

Why Yule-Walker should not be used for a

✍ M.J.L. de Hoon; T.H.J.J. van der Hagen; H. Schoonewelle; H. van Dam 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 641 KB

The Quality of Lagged Products and Autor

✍ Broersen, P.M.T. 📂 Article 📅 2009 🏛 IEEE 🌐 English ⚖ 527 KB

An algorithm for solving the extended Yu

✍ Byoung-Seon Choi 📂 Article 📅 1986 🏛 IEEE 🌐 English ⚖ 489 KB

A recursive algorithm for solving the sp

✍ ByoungSeon Choi 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 352 KB

A reeursive algorithm is proposed to solve the spatial Yule-Walker equations for causal spatial AR models.

YULE-WALKER TYPE DIFFERENCE EQUATIONS FO

✍ S. A. O. Sesay; T. Subba Rao 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 591 KB