Implementing modified burg algorithms in multivariate subset autoregressive modeling

Journal of Statistical Software

Volumn 8, Issue , 2003, Pages 1-68

  Trindade, A Alexandre ^a  

^a University of Florida ^*  (United States)

Author keywords

Binary tree; Fortran 90; Pointer linked list; Recursive algorithm; Yule Walker estimation

Indexed keywords

EID: 3042522817     PISSN: 15487660     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (11)

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