Description: The program source code can be very good with Levinson algorithm Yule-Walker equation in order to get rank AR model parameters.
To Search:
- [tsa244] - time series toolbox containing Bispectru
- [burg] - with Burg algorithm estimates AR model p
- [cforifft] - discrete Fast Fourier Transform source c
- [chengxuzjf] - achieve Matrix Cholesky decomposition, C
- [MCORPSD] - Can make use of the source program using
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