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]

Authors

Austin B. Frakt

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Alan S. Willsky

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