Open AccessImplementing Modifed Burg Algorithms in Multivariate Subset Autoregressive Modeling
Author(s) -
A. Alexandre Trindade
Publication year - 2003
Publication title -
journal of statistical software
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 7.636
H-Index - 145
ISSN - 1548-7660
DOI - 10.18637/jss.v008.i05
Subject(s) - univariate , autoregressive model , bivariate analysis , estimator , multivariate statistics , algorithm , computer science , fortran , simple (philosophy) , mathematics , statistics , programming language , machine learning , philosophy , epistemology