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Least-squares, Yule-Walker, and overdetermined Yule—Walker estimation of AR parameters: a Monte Carlo analysis of finite-sample properties

✍ Scribed by STOICA, PETRE; FRIEDLANDER, BENJAMIN; SÖDERSTROM, TORSTEN


Book ID
126625404
Publisher
Taylor and Francis Group
Year
1986
Tongue
English
Weight
400 KB
Volume
43
Category
Article
ISSN
0020-7179

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