THE RECURSIVE PROPERTY OF THE INVERSE OF THE COVARIANCE MATRIX OF A MOVING‐AVERAGE PROCESS OF GENERAL ORDER (Q4864578)
From MaRDI portal
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
