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Efficient covariance ladder algorithms for finite arithmetic applications

Signal Processing, 13(1): 29--70, 1987.
Authors: Peter Strobach
URL: http://www.sciencedirect.com/science/article/B6V18-48V26TY-K6/1/a459183ffd99036db88a6779920f20be
Tags: Autoregressive modeling
| URL | BibTeX  
@article{Strobach1987,
title = {Efficient covariance ladder algorithms for finite arithmetic applications},
author = {Peter Strobach},
journal = {Signal Processing},
month = {Jul},
number = {1},
pages = {29--70},
url = {http://www.sciencedirect.com/science/article/B6V18-48V26TY-K6/1/a459183ffd99036db88a6779920f20be},
volume = {13},
year = {1987},
keywords = {Autoregressive modeling }
}