A note on local parameter orthogonality and Levinson-Durbin algorithm

Tong, Howell (1988) A note on local parameter orthogonality and Levinson-Durbin algorithm. Biometrika, 75 (4). pp. 788-789. ISSN 0006-3444
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Item Type Article
Departments Economics
Statistics
DOI 10.1093/biomet/75.4.788
Date Deposited 07 Jul 2008 09:12
URI https://researchonline.lse.ac.uk/id/eprint/6461

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