Solutions of Yule-Walker equations for singular AR processes

Citation

Chen, W, Anderson, B, Deistler, M et al 2011, 'Solutions of Yule-Walker equations for singular AR processes', Journal of Time Series Analysis, vol. 32, no. 5, pp. 531-538.

Year

2011

Field of Research

  • Numerical Solution Of Differential And Integral Equations

Updated:  22 November 2019 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers