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

Wilbert Dijkhof, Einar Wensink. Small sample statistics of the Yule-Walker method for autoregressive parameter estimation. In 10th European Signal Processing Conference, EUSIPCO 2000, Tampere, Finland, September 4-8, 2000. pages 1-4, IEEE, 2000. [doi]

Abstract

Abstract is missing.