Recursive computation for block-nested covariance matrices (Q4640221)
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scientific article; zbMATH DE number 6869246
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| English | Recursive computation for block-nested covariance matrices |
scientific article; zbMATH DE number 6869246 |
Statements
Recursive Computation for Block‐Nested Covariance Matrices (English)
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16 May 2018
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innovations algorithm
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Levinson-Durbin algorithm
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likelihood evaluation
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spectral factorization
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Whittle likelihood
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0.7662475109100342
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0.7592310309410095
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0.7572957873344421
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0.7572957873344421
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