Zur Lösung der Yule-Walker-Gleichungen.

Achilles; M.

Metrika (1987)

  • Volume: 34, page 237-251
  • ISSN: 0026-1335; 1435-926X/e

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Achilles, and M.. "Zur Lösung der Yule-Walker-Gleichungen.." Metrika 34 (1987): 237-251. <http://eudml.org/doc/176125>.

@article{Achilles1987,
author = {Achilles, M.},
journal = {Metrika},
keywords = {time series; autoregressive process; stationarity condition; variance; covariances; stationary AR(p)-process; Yule-Walker equations; determinant; operator polynomial},
language = {ger},
pages = {237-251},
title = {Zur Lösung der Yule-Walker-Gleichungen.},
url = {http://eudml.org/doc/176125},
volume = {34},
year = {1987},
}

TY - JOUR
AU - Achilles
AU - M.
TI - Zur Lösung der Yule-Walker-Gleichungen.
JO - Metrika
PY - 1987
VL - 34
SP - 237
EP - 251
LA - ger
KW - time series; autoregressive process; stationarity condition; variance; covariances; stationary AR(p)-process; Yule-Walker equations; determinant; operator polynomial
UR - http://eudml.org/doc/176125
ER -

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