The covariance matrix of ARMA errors in closed form
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Cites work
- scientific article; zbMATH DE number 3650737 (Why is no real title available?)
- Linear Statistical Inference and its Applications
- On the inverse of the autocovariance matrix for a general mixed autoregressive moving average process
- On the inverses of some patterned matrices arising in the theory of stationary time series
- Some efficient computational procedures for high order ARMA models
- The exact initial covariance matrix of the state vector of a general MA(q) process
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- scientific article; zbMATH DE number 1515429 (Why is no real title available?)
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