Inverse of the covariance matrix of an MA(2) process
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Publication:2043160
DOI10.1016/j.cam.2021.113627zbMath1473.65026MaRDI QIDQ2043160
Publication date: 29 July 2021
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2021.113627
15A09: Theory of matrix inversion and generalized inverses
65F05: Direct numerical methods for linear systems and matrix inversion