On the closed form of the covariance matrix and its inverse of the causal ARMA process (Q4677023): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:52, 5 March 2024
scientific article; zbMATH DE number 2169596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the closed form of the covariance matrix and its inverse of the causal ARMA process |
scientific article; zbMATH DE number 2169596 |
Statements
On the closed form of the covariance matrix and its inverse of the causal ARMA process (English)
0 references
20 May 2005
0 references
inverses of covariance matrices
0 references
generalized variance
0 references
recurrent relations
0 references
