A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process (Q2475419)
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scientific article; zbMATH DE number 5246779
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| English | A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process |
scientific article; zbMATH DE number 5246779 |
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A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process (English)
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11 March 2008
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autoregressive Gaussian process
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inverse matrix
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moving average
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time dependence
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autocorrelation function
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0.9353477
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0.90838516
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0.87999684
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0.8580879
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0.85730046
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