Zur Lösung der Yule-Walker-Gleichungen.

@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 -