Generalized Levinson-Durbin and Burg algorithms

By Peter J. Brockwell, Rainer Dahlhaus. 2004

62 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Control and Systems Engineering, Signal Processing

View Paper: https://www.semanticscholar.org/paper/739905b7e8fe283d244e6e3676d05d3529dd1951

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Thomas Lux

In Control and Systems Engineering

1. Thomas Lux

In Signal Processing

1. Thomas Lux

Citations in the corpus

• The Markov-Switching Multifractal Model of Asset Returns (2008, methodology): “Our first experiments serve to establish the efficiency of the GMM estimates vis-a-vis the ML approach of Calvet and Fisher (2004) for a setting that is close to the Monte Carlo experiments reported in their article.”