Computationally Efficient Stochastic Realization for Internal Multiscale Autoregressive Models

Austin B. Frakt, Alan S. Willsky. Computationally Efficient Stochastic Realization for Internal Multiscale Autoregressive Models. Multidim. Syst. Sign. Process., 12(2):109-142, 2001. [doi]

Abstract

Abstract is missing.