Multistep Yule-walker estimation of autoregressive models

Master's

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Bibliographic Details
Main Author:	YOU TINGYAN
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	Time series, Autoregressive Model, Least Square method, Yule-Walker Method, ACF
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/18844
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-18844
record_format	dspace
spelling	sg-nus-scholar.10635-188442017-10-21T08:07:23Z Multistep Yule-walker estimation of autoregressive models YOU TINGYAN STATISTICS & APPLIED PROBABILITY XIA YINGCUN Time series, Autoregressive Model, Least Square method, Yule-Walker Method, ACF Master's MASTER OF SCIENCE 2010-12-31T18:01:09Z 2010-12-31T18:01:09Z 2010-07-26 Thesis YOU TINGYAN (2010-07-26). Multistep Yule-walker estimation of autoregressive models. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/18844 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Time series, Autoregressive Model, Least Square method, Yule-Walker Method, ACF
spellingShingle	Time series, Autoregressive Model, Least Square method, Yule-Walker Method, ACF YOU TINGYAN Multistep Yule-walker estimation of autoregressive models
description	Master's
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY YOU TINGYAN
format	Theses and Dissertations
author	YOU TINGYAN
author_sort	YOU TINGYAN
title	Multistep Yule-walker estimation of autoregressive models
title_short	Multistep Yule-walker estimation of autoregressive models
title_full	Multistep Yule-walker estimation of autoregressive models
title_fullStr	Multistep Yule-walker estimation of autoregressive models
title_full_unstemmed	Multistep Yule-walker estimation of autoregressive models
title_sort	multistep yule-walker estimation of autoregressive models
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/18844
_version_	1681079573383479296

Multistep Yule-walker estimation of autoregressive models

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