Finite-sample bias propagation in the Yule-Walker method of autoregressive estimation.

PMT Broersen

Research output: Chapter in Book/Conference proceedings/Edited volume › Conference contribution › Scientific › peer-review

1 Citation (Scopus)

Original language	Undefined/Unknown
Title of host publication	Proceedings of the 17th IFAC world congress
Editors	M Chung, P Misra, H Shim
Place of Publication	Seoel
Publisher	International Federation of Automatic Control
Pages	2744-2749
Number of pages	6
ISBN (Print)	978-3-902661-00-5
Publication status	Published - 2008
Event	the 17th IFAC world congress, Seoel, Korea - Seoel Duration: 6 Jul 2008 → 11 Jul 2008

Name
Publisher	International Federation of Automatic Control

Conference	the 17th IFAC world congress, Seoel, Korea
Period	6/07/08 → 11/07/08

Keywords

@inproceedings{d17fa819822e4a4cadafe9cbae53bfa6,

title = "Finite-sample bias propagation in the Yule-Walker method of autoregressive estimation.",

keywords = "Conf.proc. > 3 pag",

author = "PMT Broersen",

year = "2008",

language = "Undefined/Unknown",

isbn = "978-3-902661-00-5",

publisher = "International Federation of Automatic Control",

pages = "2744--2749",

editor = "M Chung and P Misra and H Shim",

booktitle = "Proceedings of the 17th IFAC world congress",

note = "the 17th IFAC world congress, Seoel, Korea ; Conference date: 06-07-2008 Through 11-07-2008",

}

Finite-sample bias propagation in the Yule-Walker method of autoregressive estimation. / Broersen, PMT.
Proceedings of the 17th IFAC world congress. ed. / M Chung; P Misra; H Shim. Seoel: International Federation of Automatic Control, 2008. p. 2744-2749.

Research output: Chapter in Book/Conference proceedings/Edited volume › Conference contribution › Scientific › peer-review

TY - GEN

T1 - Finite-sample bias propagation in the Yule-Walker method of autoregressive estimation.

AU - Broersen, PMT

PY - 2008

Y1 - 2008

KW - Conf.proc. > 3 pag

M3 - Conference contribution

SN - 978-3-902661-00-5

SP - 2744

EP - 2749

BT - Proceedings of the 17th IFAC world congress

A2 - Chung, M

A2 - Misra, P

A2 - Shim, H

PB - International Federation of Automatic Control

CY - Seoel

T2 - the 17th IFAC world congress, Seoel, Korea

Y2 - 6 July 2008 through 11 July 2008

ER -