Approximations of the eigenvalues of the covariance matrix of a first order autoregressive process (Q1165545)
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scientific article; zbMATH DE number 3766906
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| English | Approximations of the eigenvalues of the covariance matrix of a first order autoregressive process |
scientific article; zbMATH DE number 3766906 |
Statements
Approximations of the eigenvalues of the covariance matrix of a first order autoregressive process (English)
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1983
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first order autoregressive process
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explicit approximations
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eigenvalues of covariance matrix
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Rayleigh quotients
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error bounds
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algorithm
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