Bemerkung zur Lösung der Yule-Walker-Gleichungen.

H. Lütkepohl; E.O. Maschke

Metrika (1988)

  • Volume: 35, Issue: 5, page 287-289
  • ISSN: 0026-1335; 1435-926X/e

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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 -

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