A simple form of Bartlett's formula for autoregressive processes (Q1324606)
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scientific article; zbMATH DE number 571685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple form of Bartlett's formula for autoregressive processes |
scientific article; zbMATH DE number 571685 |
Statements
A simple form of Bartlett's formula for autoregressive processes (English)
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24 May 1994
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recursive calculation of Bartlett matrices
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autoregressive process of finite order
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Bartlett's formula
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asymptotic covariance matrix
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vector of sample autocorrelations
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matrix product
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recursive method
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