A recursive algorithm for solving the spatial Yule-Walker equations of causal spatial AR models
| Year of publication: |
1997
|
|---|---|
| Authors: | Choi, ByoungSeon |
| Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 33.1997, 3, p. 241-251
|
| Publisher: |
Elsevier |
| Keywords: | Spatial AR process Yule-Walker equations Recursive algorithm Order determination |