On the closed form of the covariance matrix and its inverse of the causal ARMA process (Q4677023)
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scientific article; zbMATH DE number 2169596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the closed form of the covariance matrix and its inverse of the causal ARMA process |
scientific article; zbMATH DE number 2169596 |
Statements
On the closed form of the covariance matrix and its inverse of the causal ARMA process (English)
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20 May 2005
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inverses of covariance matrices
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generalized variance
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recurrent relations
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