AR 模型识别及其参数的高阶Yule-Walker估计

常学将, 刘维奇

AR MODEL IDENTIFICATION AND THE HIGH ORDER YULE WALKER ESTIMATION OF AUTOREGRESSIVE PARAMETERS

Chang Xue-jiang, Liu Wei-qi

应用数学学报 . 1989, (2): 218 -227 . DOI: 10.12387/C1989026