Time series and the algebraic matrix riccati equation

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Storey, C. [1 ]
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[1] The Inst. of Math. and Simulat. Sci., Faculty of Computing Sci. and Eng., De Montfort University, The Gateway, Leicester, LE1 9BH, United Kingdom
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algebraic matrix Riccati equation - Yule-Walker equation;
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页码:215 / 218
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