The exact initial covariance matrix of the state vector of a general \(MA(q)\) process (Q899861)
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scientific article; zbMATH DE number 6525053
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| English | The exact initial covariance matrix of the state vector of a general \(MA(q)\) process |
scientific article; zbMATH DE number 6525053 |
Statements
The exact initial covariance matrix of the state vector of a general \(MA(q)\) process (English)
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1 January 2016
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0.8900768160820007
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0.8114418983459473
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0.7918049693107605
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0.7802847027778625
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