The inversion of correlation matrix for MA(1) process (Q1431934)
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scientific article; zbMATH DE number 2073783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The inversion of correlation matrix for MA(1) process |
scientific article; zbMATH DE number 2073783 |
Statements
The inversion of correlation matrix for MA(1) process (English)
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11 June 2004
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Inversion of correlation matrices of AR(1) processes
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Partitioning
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Inversion of submatrices
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