Pages that link to "Item:Q4677023"

The following pages link to On the closed form of the covariance matrix and its inverse of the causal ARMA process (Q4677023):

Displaying 10 items.

• Fast computing of some generalized linear mixed pseudo-models with temporal autocorrelation (Q626250) (← links)
• The auto-regression and the moving-average (Q963863) (← links)
• The covariance matrix of ARMA errors in closed form (Q1341185) (← 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)
• A simple method for computing the covariance matrix and its inverse of a stationary autoregressive process (Q4232054) (← links)
• THE RECURSIVE PROPERTY OF THE INVERSE OF THE COVARIANCE MATRIX OF A MOVING‐AVERAGE PROCESS OF GENERAL ORDER (Q4864578) (← links)
• ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES (Q5285837) (← links)