Estimation of inverse autocovariance matrices for long memory processes (Q282527)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of inverse autocovariance matrices for long memory processes |
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Estimation of inverse autocovariance matrices for long memory processes (English)
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12 May 2016
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inverse autocovariance matrix
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linear regression model
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long memory process
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modified Cholesky decomposition
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