Function burg_from_series 

pub fn burg_from_series(x: &[f64], k_max: usize) -> Result<Levinson>

Burg’s method (Burg 1967; Kay & Marple 1981): each reflection coefficient is chosen to minimise the sum of forward and backward prediction error power, so the fitted AR is always stationary and behaves better than Yule–Walker near the unit circle. Returns the same shape as levinson; sigma2[0] is the biased sample variance and sigma2[k] = sigma2[k-1] (1 - κ_k²).