A simple method for computing the covariance matrix and its inverse of a stationary autoregressive process (Q4232054)
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scientific article; zbMATH DE number 1262018
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple method for computing the covariance matrix and its inverse of a stationary autoregressive process |
scientific article; zbMATH DE number 1262018 |
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A simple method for computing the covariance matrix and its inverse of a stationary autoregressive process (English)
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15 June 1999
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autoregressive processes
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covariance matrices
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roots of characteristic equations
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