A parent type for autoregressive process parameter estimation techniques. More...
#include <ar.hpp>
Inheritance diagram for ar::estimation_method:
Detailed Description
A parent type for autoregressive process parameter estimation techniques.
Each subclass should have an empirical_variance(N, i) method following Broersen, P. M. and H. E. Wensink. "On Finite Sample Theory for
Autoregressive Model Order Selection." IEEE Transactions on Signal Processing 41 (January 1993): 194+. http://dx.doi.org/10.1109/TSP.1993.193138.
The documentation for this struct was generated from the following file:
