The inverse of covariance matrices for the ARMA\((p,q)\) class of processes (Q2569509)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2219728
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The inverse of covariance matrices for the ARMA\((p,q)\) class of processes |
scientific article; zbMATH DE number 2219728 |
Statements
The inverse of covariance matrices for the ARMA\((p,q)\) class of processes (English)
0 references
27 October 2005
0 references
ARMA processes
0 references
band matrix
0 references
0.8417501449584961
0 references
0.7970795035362244
0 references
0.7963624000549316
0 references
