統計学輪講（第３回）

日時	  2002年 4月23日(火)    15時〜16時40分
場所	  経済学部新棟３階第３教室
講演者    Byoung Seon Choi(韓国延世大学)
演題      On Causal and Noncausal 2-D and 3-D AR Modeling

概要
The topics discussed are as follows.

The 2-D Yule-Walker equations of a causal 2-D AR process on the first
quadrant is presented.  An order-recursive algorithm is presented for
the 2-D Yule-Walker equations.

The 3-D Yule-Walker equations of a causal 3-D AR process on the first
quadrant is presented.  An order-recursive algorithm is presented for
the 3-D Yule-Walker equations.

The 2-D Yule-Walker equations of a causal 2-D AR process on the
nonsymmetric half-plane is presented.  An order-recursive algorithm is
presented for the 2-D Yule-Walker equations.  A method to find the 2-D
AR coefficients of a noncausal 2-D AR process is presented using the
causal 2-D AR process on the nonsymmetric half-plane and the
algorithm.

The 3-D Yule-Walker equations of a causal 3-D AR process on the
nonsymmetric half-space is presented.  An order-recursive algorithm is
presented for the 3-D Yule-Walker equations.  A method to find the 3-D
AR coefficients of a noncausal 3-D AR process is presented using the
causal 3-D AR process on the nonsymmetric half-space and the
algorithm.