Neumaier, A., and T. Schneider, 2001: Estimation of parameters and eigenmodes of multivariate autoregressive models.
ACM Transactions on Mathematical Software, 27, 27-57.
[PDF] [Official version] [Matlab code]
Neumaier, A., and T. Schneider, 2001: Estimation of parameters and eigenmodes of multivariate autoregressive models.
ACM Transactions on Mathematical Software, 27, 27-57.
[PDF] [Official version] [Matlab code]