A note on the product correlation rule

DOI10.1016/0024-3795(94)90348-4zbMath0797.15018OpenAlexW2047947022MaRDI QIDQ1322867

Markus Abt

Publication date: 9 May 1994

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(94)90348-4

zbMATH Keywords

Hadamard productpositive definitenesscovariance functions of stochastic processesproduct correlation rule

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Positive matrices and their generalizations; cones of matrices (15B48) Hermitian, skew-Hermitian, and related matrices (15B57)

Related Items (1)

Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes

Cites Work

• Hadamard products and multivariate statistical analysis

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