Computationally Efficient Stochastic Realization for Internal Multiscale Autoregressive Models - researchr publication related

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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]

The following publications are possibly variants of this publication:

Internal multiscale autoregressive processes, stochastic realization, and covariance extensionAustin B. Frakt. PhD thesis, Massachusetts Institute of Technology, Cambridge, MA, USA, 1999. [doi]

Efficient multiscale stochastic realizationAustin B. Frakt, Alan S. Willsky. icassp 1998: 2249-2252 [doi]

Multiscale Autoregressive Models and WaveletsKhalid Daoudi, Austin B. Frakt, Alan S. Willsky. TIT, 45(3):828-845, 1999.

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