A note on local parameter orthogonality and Levinson-Durbin algorithm

Tong, H. (1988). A note on local parameter orthogonality and Levinson-Durbin algorithm. Biometrika, 75(4), 788-789. https://doi.org/10.1093/biomet/75.4.788
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Item Type Article
Copyright holders © 1988 Oxford University Press
Departments LSE > Academic Departments > Economics
LSE > Academic Departments > Statistics
DOI 10.1093/biomet/75.4.788
Date Deposited 07 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/6461

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