On the parametrization of autoregressive models by partial autocorrelations-Reference-Cited by-同舟云学术

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On the parametrization of autoregressive models by partial autocorrelations

Published:1973-12 Issue:4 Volume:3 Page:408-419
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Barndorff-Nielsen O,Schou G

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference9 articles.

1. Om autoregressive processer;Blæsild,1972

2. The approximate distribution of serial correlation coefficients;Daniels;Biometrika,1956

3. Algorithms for classical stability problems;Duffin;SIAM Review,1969

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