Pages that link to "Item:Q5667915"
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The following pages link to On the inverse of the covariance matrix for an autoregressive-moving average process (Q5667915):
Displayed 9 items.
- Bias correction in ARMA models (Q1324594) (← links)
- On the inverse of certain patterned sums of matrices with Kronecker product structures (Q3006571) (← links)
- DIFFERENTIAL GEOMETRY OF ARMA MODELS (Q3497072) (← links)
- On the inverse of the autocovariance matrix for a general mixed autoregressive moving average process (Q4167448) (← links)
- A simple method for computing the covariance matrix and its inverse of a stationary autoregressive process (Q4232054) (← links)
- Residual variance estimation in moving average models (Q4269936) (← links)
- BIAS in linear regression models with unknown covariance matrix (Q4387670) (← links)
- Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar (Q4541667) (← links)
- THE RECURSIVE PROPERTY OF THE INVERSE OF THE COVARIANCE MATRIX OF A MOVING‐AVERAGE PROCESS OF GENERAL ORDER (Q4864578) (← links)
