Estimation of inverse autocovariance matrices for long memory processes (Q282527)
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scientific article; zbMATH DE number 6579698
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| English | Estimation of inverse autocovariance matrices for long memory processes |
scientific article; zbMATH DE number 6579698 |
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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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0.9185742
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0.91117346
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0.90451413
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0.89361215
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0.8842421
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0.88362116
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0.8796539
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