Monotonicity of the Trace–Inverse of Covariance Submatrices and Two-Sided Prediction (Q5088420)

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scientific article; zbMATH DE number 7555828
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Monotonicity of the Trace–Inverse of Covariance Submatrices and Two-Sided Prediction
scientific article; zbMATH DE number 7555828

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    Monotonicity of the Trace–Inverse of Covariance Submatrices and Two-Sided Prediction (English)
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    13 July 2022
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    memory strength of stationary process
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    non-stationary processes
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