Generalized Levinson-Durbin and Burg algorithms
| Year of publication: |
2004
|
|---|---|
| Authors: | Brockwell, P. J. ; Dahlhaus, R. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 118.2004, 1-2, p. 129-149
|
| Publisher: |
Elsevier |