Mathematica Notebooks

These notebooks were developed in Mathematica Version 5.2.  They may not work with earler versions.  You need this version of Mathematica if you wish to do the evaluations or use the programs in these notebooks.  However if you just wish to read the notebooks then you can you can download for free MathReader from Wolfram Inc Website: http://www.wolfram.com/

AR(3) Case

• Yule-Walker Estimates
• Least-Squares Estimates
• Burg Estimates: 
  • BurgAR(3)May_derivation_phi1.nb
  • BurgAR(3)May_evaluation_phi1.nb
  • BurgAR(3)May_derivation_phi2.nb
  • BurgAR(3)May_evaluation_phi2.nb

AR(1) and AR(2) Cases

• Yule-Walker
• Least-Squares
• Burg
  • Unequal Roots Case
  • Equal Roots Case

AR(1) Burg Estimate, Known Mean

Last Revision:  Sunday, August 14, 2005 08:38:25 PM