scientific article; zbMATH DE number 3456384

MaRDI QIDQ4042559zbMATH OpenFDO

Authors D. N. Prabhakar Murthy

Publication date 1974

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(11)

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• The inverse of covariance matrices for the ARMA\((p,q)\) class of processes
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