Covariance matrix computation of the state variable of a stationary Gaussian process (Q1144887): Difference between revisions
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Revision as of 03:21, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance matrix computation of the state variable of a stationary Gaussian process |
scientific article |
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Covariance matrix computation of the state variable of a stationary Gaussian process (English)
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1978
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covariance matrix computation
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recursive procedure
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computation of one- step ahead predictions
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Gaussian autoregressive moving average model
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Markovian representation
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exact likelihood evaluation
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