Why Yule-Walker should not be used for autoregressive modelling

Annals of Nuclear Energy

Volumn 23, Issue 15, 1996, Pages 1219-1228

  De Hoon, M J L ^a   Van Der Hagen, T H J J ^a   Schoonewelle, H ^a   Van Dam, H ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; DATA REDUCTION; LEAST SQUARES APPROXIMATIONS; NUCLEAR ENERGY; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

AUTOREGRESSIVE MODELLING; NOISE DATA; YULE-WALKER METHOD;

NUCLEAR ENGINEERING;

EID: 0030269089     PISSN: 03064549     EISSN: None     Source Type: Journal    
DOI: 10.1016/0306-4549(95)00126-3     Document Type: Article

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