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

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  • Choi, ByoungSeon

Abstract

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

Suggested Citation

  • Choi, ByoungSeon, 1997. "A recursive algorithm for solving the spatial Yule-Walker equations of causal spatial AR models," Statistics & Probability Letters, Elsevier, vol. 33(3), pages 241-251, May.
    • Handle: RePEc:eee:stapro:v:33:y:1997:i:3:p:241-251
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    References listed on IDEAS

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    1. Byoung Seon Choi, 1991. "On The Asymptotic Distribution Of The Generalized Partial Autocorrelation Function In Autoregressive Moving‐Average Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 12(3), pages 193-205, May.
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    Cited by:

    1. Seongbaek Yi & ByoungSeon Choi, 2002. "Levinson-Durbin algorithm as a Szegö polynomial recursion," Computational Statistics, Springer, vol. 17(1), pages 59-64, March.

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