The evaluation of certain quadratic forms occurring in autoregressive model fitting (Q1837507): Difference between revisions
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Latest revision as of 00:26, 20 March 2024
scientific article
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English | The evaluation of certain quadratic forms occurring in autoregressive model fitting |
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The evaluation of certain quadratic forms occurring in autoregressive model fitting (English)
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1982
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quadratic forms
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autoregressive model fitting
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infinite dimensional stationary covariance matrix
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asymptotic covariance structure
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second- order stationary process
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inverse of covariance matrix
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convergence of sequence of matrices
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inverse covariance function
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moving average process
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