Fast Triangular Factorization of Covariance Matrices of Differenced Time Series (Q3142614)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Triangular Factorization of Covariance Matrices of Differenced Time Series |
scientific article |
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Fast Triangular Factorization of Covariance Matrices of Differenced Time Series (English)
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30 May 1994
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triangular factorization
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Toeplitz-like matrices
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covariance matrix
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stationary time series
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difference operators
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digital signal processing
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