Efficient use of high order autocorrelations for estimating autoregressive processes
Year of publication: |
1999
|
---|---|
Authors: | Broze, Laurence ; Francq, Christian ; Zakoïan, Jean-Michel |
Publisher: |
[Paris] |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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