This paper presents the Levinson algorithm, its rediscoveries and extensions. A review is given of the applications of the procedure to several areas of interest in the field of time series analysis.

Jean-François Cordeau, Gianpaolo Ghiani, Emanuela Guerriero, Analysis and Branch-and-Cut Algorithm for the Time-Dependent Travelling Salesman Problem, Transportation Science, Vol. 48, No. 1 (February ...