简介:Inthispaper,wepresentsomeiterativemethodsforsolvinglthorderautoregressivemodels,proveglobalconvergenceforl=1case,andthenumericalresultsofnewalgorithmsseemtobemoreefficientthantheonesofCochrane-Orcuttiterativemethod.
SOME LEAST SQUARES ESTIMATES OF THE AUTOREGRESSIVE MODELS