THE RECURSIVE PROPERTY OF THE INVERSE OF THE COVARIANCE MATRIX OF A MOVING‐AVERAGE PROCESS OF GENERAL ORDER (Q4864578): Difference between revisions
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00254.x / rank | |||
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| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2090970362 / rank | |||
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| Property / cites work | |||
| Property / cites work: On the inverse of the autocovariance matrix for a general moving average process / rank | |||
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| Property / cites work | |||
| Property / cites work: On the inverses of some patterned matrices arising in the theory of stationary time series / rank | |||
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| Property / cites work | |||
| Property / cites work: On the closed form of the likelihood function of the first order moving average model / rank | |||
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| Property / cites work | |||
| Property / cites work: On the inverse of the covariance matrix for an autoregressive-moving average process / rank | |||
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Latest revision as of 10:49, 24 May 2024
scientific article; zbMATH DE number 846064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE RECURSIVE PROPERTY OF THE INVERSE OF THE COVARIANCE MATRIX OF A MOVING‐AVERAGE PROCESS OF GENERAL ORDER |
scientific article; zbMATH DE number 846064 |
Statements
THE RECURSIVE PROPERTY OF THE INVERSE OF THE COVARIANCE MATRIX OF A MOVING‐AVERAGE PROCESS OF GENERAL ORDER (English)
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20 February 1996
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inverse of the covariance matrix
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moving-average process of general order
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