Lower Bounds for Minimum Covariance Matrices in Time Series Regression Problems

DOI10.1214/AOMS/1177703759MaRDI QIDQ5331633zbMATH OpenOpenAlexFDO

Authors Donald Ylvisaker

Publication date 1964

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177703759

zbMATH Keywords

statistics

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