Inverse of the covariance matrix of an MA(2) process (Q2043160): Difference between revisions

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+https://doi.org/10.1016/j.cam.2021.113627
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+W3163264943
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+On the inverse of the covariance matrix for an autoregressive-moving average process
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+On the inverse of the covariance matrix of a first order moving average
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+The inversion of correlation matrix for MA(1) process
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+On Inversion of Symmetric Toeplitz Matrices
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+On some properties of positive definite Toeplitz matrices and their possible applications
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+Spectral functions for real symmetric Toeplitz matrices
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+An Algorithm for the Inversion of Finite Toeplitz Matrices
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+Fast Toeplitz orthogonalization
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+Fast solution of toeplitz systems of equations and computation of Padé approximants
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+A new algorithm for solving Toeplitz systems of equations
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