Modeling covariance matrices via partial autocorrelations (Q1036800): Difference between revisions
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Revision as of 20:33, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling covariance matrices via partial autocorrelations |
scientific article |
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Modeling covariance matrices via partial autocorrelations (English)
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13 November 2009
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autoregressive parameters
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Cholesky decomposition
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positive-definiteness constraint
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Levinson-Durbin algorithm
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prediction variances
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uniform and reference priors
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Markov chain Monte Carlo
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