THE RECURSIVE PROPERTY OF THE INVERSE OF THE COVARIANCE MATRIX OF A MOVING‐AVERAGE PROCESS OF GENERAL ORDER (Q4864578): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00254.x / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2090970362 / rank | |||
Normal rank |
Revision as of 23:59, 19 March 2024
scientific article; zbMATH DE number 846064
Language | Label | Description | Also known as |
---|---|---|---|
English | THE RECURSIVE PROPERTY OF THE INVERSE OF THE COVARIANCE MATRIX OF A MOVING‐AVERAGE PROCESS OF GENERAL ORDER |
scientific article; zbMATH DE number 846064 |
Statements
THE RECURSIVE PROPERTY OF THE INVERSE OF THE COVARIANCE MATRIX OF A MOVING‐AVERAGE PROCESS OF GENERAL ORDER (English)
0 references
20 February 1996
0 references
inverse of the covariance matrix
0 references
moving-average process of general order
0 references