A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process (Q2475419): Difference between revisions
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Revision as of 20:59, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process |
scientific article |
Statements
A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process (English)
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11 March 2008
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autoregressive Gaussian process
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inverse matrix
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moving average
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time dependence
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autocorrelation function
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