The Yule-Walker method is a statistical technique used for estimating the parameters of autoregressive (AR) models based on the autocorrelation function of a time series. It connects the temporal dependencies of a signal with its spectral properties, making it essential for spectral estimation techniques that focus on analyzing signals in the frequency domain. This method provides a way to relate the coefficients of the AR model to the observed data, allowing for effective modeling and forecasting of time series.
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