Inverse of the covariance matrix of an MA(2) process (Q2043160)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inverse of the covariance matrix of an MA(2) process |
scientific article |
Statements
Inverse of the covariance matrix of an MA(2) process (English)
0 references
29 July 2021
0 references
inverse of covariance matrix
0 references
symmetric Toeplitz matrix
0 references
