Pages that link to "Item:Q598758"

The following pages link to Covariance characterization by partial autocorrelation matrices (Q598758):

Displaying 16 items.

• The exact likelihood for a multivariate ARMA model (Q796949) (← links)
• A minimal lattice realization for multivariable systems (Q805572) (← links)
• A new approach for determining the spectral data of multichannel harmonic signals in noise (Q909637) (← links)
• Displacement ranks of matrices and linear equations (Q1139102) (← links)
• Extensions of matrix valued functions with rational polynomial inverses (Q1141887) (← links)
• The Carathéodory-Toeplitz problem with partial data (Q1347939) (← links)
• Characterization of the partial autocorrelation function of nonstationary time series. (Q1414600) (← links)
• Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes. (Q1871254) (← links)
• Multivariate prediction and matrix Szegő theory (Q1950170) (← links)
• A note on reparameterizing a vector autoregressive moving average model to enforce stationarity (Q3740862) (← links)
• On<i>H</i>-contractions and the extension problem for hermitian block toeplitz matrices (Q3831137) (← links)
• Some alternatives in recursive estimation† (Q3882305) (← links)
• Asymptotic distribution of the order selected by AIC in multivariate autoregressive model fitting (Q3914266) (← links)
• ALGORITHMS FOR ESTIMATION OF POSSIBLY NONSTATIONARY VECTOR TIME SERIES (Q4012956) (← links)
• Multivariate autoregressive time semes modeling: one scalar autoregressive model at-A-time (Q4337096) (← links)
• Carathéodory-Toeplitz and Nehari problems for matrix valued almost periodic functions (Q4382354) (← links)