The Covariance Matrix of a Continuous Autoregressive Vector Time-Series

DOI10.1214/AOMS/1177703861MaRDI QIDQ5514981zbMATH OpenOpenAlexFDO

Authors Joel Franklin

Publication date 1963

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177703861

zbMATH Keywords

statistics

Cited in

(2)

• Sufficient conditions for stability of interval matrices
• Difference Methods for Stochastic Ordinary Differential Equations

This page was built for publication: The Covariance Matrix of a Continuous Autoregressive Vector Time-Series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5514981)