A recursive algorithm for solving the spatial Yule-Walker equations of causal spatial AR models

ByoungSeon Choi

Statistics & Probability Letters, 1997, vol. 33, issue 3, 241-251

Abstract: A recursive algorithm is proposed to solve the spatial Yule-Walker equations for causal spatial AR models.

Keywords: Spatial; AR; process; Yule-Walker; equations; Recursive; algorithm; Order; determination (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (1)

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