Small sample properties of the Yule-Walker method for autoregressive parameter estimation

W.J. Dijkhof; H.E. Wensink

Small sample properties of the Yule-Walker method for autoregressive parameter estimation

W.J. Dijkhof
, H.E. Wensink

Dynamics and Control

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic

Original language	English
Title of host publication	Signal processing X : theories and applications ; proceedings of EUSIPCO 2000, 10th European signal processing conference, Tampere, Finland, 4-8 September 2000
Editors	M. Gabbouj
Place of Publication	Tampere
Publisher	s.n.
Publication status	Published - 2000

Cite this

@inproceedings{236e2bc45efb4282bcf71ef41454ed5c,

title = "Small sample properties of the Yule-Walker method for autoregressive parameter estimation",

author = "W.J. Dijkhof and H.E. Wensink",

year = "2000",

language = "English",

editor = "M. Gabbouj",

booktitle = "Signal processing X : theories and applications ; proceedings of EUSIPCO 2000, 10th European signal processing conference, Tampere, Finland, 4-8 September 2000",

publisher = "s.n.",

}

Small sample properties of the Yule-Walker method for autoregressive parameter estimation. / Dijkhof, W.J.; Wensink, H.E.
Signal processing X : theories and applications ; proceedings of EUSIPCO 2000, 10th European signal processing conference, Tampere, Finland, 4-8 September 2000 . ed. / M. Gabbouj. Tampere: s.n., 2000.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic

TY - GEN

T1 - Small sample properties of the Yule-Walker method for autoregressive parameter estimation

AU - Dijkhof, W.J.

AU - Wensink, H.E.

PY - 2000

Y1 - 2000

M3 - Conference contribution

BT - Signal processing X : theories and applications ; proceedings of EUSIPCO 2000, 10th European signal processing conference, Tampere, Finland, 4-8 September 2000

A2 - Gabbouj, M.

PB - s.n.

CY - Tampere

ER -