Finite-Sample Bias Propagation in Autoregressive Estimation with the Yule-Walker Method

PMT Broersen

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	Undefined/Unknown
Pages (from-to)	1354-1360
Number of pages	7
Journal	IEEE Transactions on Instrumentation and Measurement
Volume	58
Issue number	5
Publication status	Published - 2009

Keywords

@article{58386111a8684af78f498bad9fb47efb,

title = "Finite-Sample Bias Propagation in Autoregressive Estimation with the Yule-Walker Method",

keywords = "CWTS JFIS < 0.75",

author = "PMT Broersen",

year = "2009",

language = "Undefined/Unknown",

volume = "58",

pages = "1354--1360",

journal = "IEEE Transactions on Instrumentation and Measurement",

issn = "0018-9456",

publisher = "Institute of Electrical and Electronics Engineers (IEEE)",

number = "5",

}