Lütkepohl, H., and Maschke, E.O.. "Bemerkung zur Lösung der Yule-Walker-Gleichungen.." Metrika 35.5 (1988): 287-289. <http://eudml.org/doc/176191>.
@article{Lütkepohl1988, author = {Lütkepohl, H., Maschke, E.O.}, journal = {Metrika}, keywords = {autoregressive process; autocovariance matrices; stationary vector AR(p) process; Yule-Walker-equations}, number = {5}, pages = {287-289}, title = {Bemerkung zur Lösung der Yule-Walker-Gleichungen.}, url = {http://eudml.org/doc/176191}, volume = {35}, year = {1988}, }
TY - JOUR AU - Lütkepohl, H. AU - Maschke, E.O. TI - Bemerkung zur Lösung der Yule-Walker-Gleichungen. JO - Metrika PY - 1988 VL - 35 IS - 5 SP - 287 EP - 289 KW - autoregressive process; autocovariance matrices; stationary vector AR(p) process; Yule-Walker-equations UR - http://eudml.org/doc/176191 ER -