A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process (Q2475419): Difference between revisions

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+On the inversion of autocovariance matrices for general autoregressive moving average (p,q) processes
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+Q3255781
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+On the inverses of some patterned matrices arising in the theory of stationary time series
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+On the closed form of the covariance matrix and its inverse of the causal ARMA process
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+Bayesian analysis of Box--Cox transformed linear mixed models with ARMA(\(p\),\(q\)) dependence
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+On modelling data from degradation sample paths over time
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+On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive Process
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+Regression Models with Time Series Errors
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+The covariance matrix of ARMA errors in closed form
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+THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION
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