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"Algorithm 808: ARfit - a matlab package for the estimation of parameters ..."

Tapio Schneider, Arnold Neumaier (2001)

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DOI: 10.1145/382043.382316

access: closed

type: Journal Article

metadata version: 2018-11-24

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Tapio Schneider, Arnold Neumaier:
Algorithm 808: ARfit - a matlab package for the estimation of parameters and eigenmodes of multivariate autoregressive models. ACM Trans. Math. Softw. 27(1): 58-65 (2001)

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