Pages that link to "Item:Q2475419"

The following pages link to A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process (Q2475419):

Displaying 10 items.

• On the fundamental matrix of the inverse of a polynomial matrix and applications to ARMA representations (Q734938) (← links)
• Covariances between estimated autocorrelations of an ARMA process (Q900086) (← links)
• ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors (Q962387) (← links)
• The covariance matrix of ARMA errors in closed form (Q1341185) (← links)
• Inverse of the covariance matrix of an MA(2) process (Q2043160) (← links)
• Blind deconvolution of covariance matrix inverses for autoregressive processes (Q2310396) (← links)
• The inverse of covariance matrices for the ARMA\((p,q)\) class of processes (Q2569509) (← links)
• A METHOD FOR GENERATING INDEPENDENT REALIZATIONS OF A MULTIVARIATE NORMAL STATIONARY AND INVERTIBLE ARMA(p, q) PROCESS (Q3747564) (← links)
• A simple method for computing the covariance matrix and its inverse of a stationary autoregressive process (Q4232054) (← links)
• On the closed form of the covariance matrix and its inverse of the causal ARMA process (Q4677023) (← links)