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    A recursive procedure for ARMA modeling by Moses, R., Cadzow, J., Beex, A.

    ISSN: 0096-3518
    Published: New York, NY IEEE 01.10.1985
    “…This paper presents a two-part fast recursive algorithm for ARMA modeling. The algorithm first obtains estimates of the p autoregressive coefficients from a set of p extended Yule-Walker equations…”
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