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"Asymptotic properties of high-order Yule-Walker estimates of the AR ..."

Donald F. Gingras (1985)

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DOI: 10.1109/TASSP.1985.1164702

access: closed

type: Journal Article

metadata version: 2020-08-28

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Donald F. Gingras:
Asymptotic properties of high-order Yule-Walker estimates of the AR parameters of an ARMA time series. IEEE Trans. Acoust. Speech Signal Process. 33(5): 1095-1101 (1985)

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