Pages that link to "Item:Q4677023"
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The following pages link to On the closed form of the covariance matrix and its inverse of the causal ARMA process (Q4677023):
Displaying 5 items.
- Fast computing of some generalized linear mixed pseudo-models with temporal autocorrelation (Q626250) (← links)
- A recursive approach for determining matrix inverses as applied to causal time series processes (Q2272457) (← links)
- A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process (Q2475419) (← links)
- DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES (Q2886983) (← links)
- A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors (Q2930893) (← links)
