Vector space solution to the multidimensional Yule-Walker equations

نویسندگان

  • Steven M. Kay
  • Christopher P. Carbone
چکیده

This paper describes a vector space approach to solving the multidimensional (m-D) Yule-Walker equations for an arbitrary region of support. This approach leads to a solution that is simple to implement.

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تاریخ انتشار 2003