A comparison of the Wiener-Kolmogorov and the Yule-Walker methods of fitting autoregressions for prediction
R. J. Bhansali
| Year of publication: |
1982
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| Authors: | Bhansali, R. J. |
| Published in: |
Time series analysis : theory and practice. - Amsterdam [u.a.] : North-Holland, ZDB-ID 721471-6. - Vol. 1.1981, p. 31-52
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| Subject: | Ökonometrik Schätzung |
| Type of publication: | Article |
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| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001924044