✦ LIBER ✦

YULE-WALKER ESTIMATES FOR CONTINUOUS-TIME AUTOREGRESSIVE MODELS

✍ Scribed by Rob J. Hyndman

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Kernel autoregressive models using Yule–

✍ Kallas, M.; Honeine, P.; Francis, C.; Amoud, H. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 443 KB

The Quality of Lagged Products and Autor

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

Finite-Sample Bias Propagation in Autore

✍ Broersen, P. 📂 Article 📅 2009 🏛 IEEE 🌐 English ⚖ 441 KB

On finite sample statistics for Yule-Wal

✍ Wensink, E.; Dijkhof, W.J. 📂 Article 📅 2003 🏛 IEEE 🌐 English ⚖ 443 KB

Estimation of continuous-time autoregres

✍ Dinh-Tuan Pham 📂 Article 📅 2000 🏛 IEEE 🌐 English ⚖ 296 KB