The inversion of correlation matrix for MA(1) process (Q1431934)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The inversion of correlation matrix for MA(1) process |
scientific article |
Statements
The inversion of correlation matrix for MA(1) process (English)
0 references
11 June 2004
0 references
Inversion of correlation matrices of AR(1) processes
0 references
Partitioning
0 references
Inversion of submatrices
0 references
