The evaluation of certain quadratic forms occurring in autoregressive model fitting (Q1837507)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The evaluation of certain quadratic forms occurring in autoregressive model fitting |
scientific article; zbMATH DE number 3800826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The evaluation of certain quadratic forms occurring in autoregressive model fitting |
scientific article; zbMATH DE number 3800826 |
Statements
The evaluation of certain quadratic forms occurring in autoregressive model fitting (English)
0 references
1982
0 references
quadratic forms
0 references
autoregressive model fitting
0 references
infinite dimensional stationary covariance matrix
0 references
asymptotic covariance structure
0 references
second- order stationary process
0 references
inverse of covariance matrix
0 references
convergence of sequence of matrices
0 references
inverse covariance function
0 references
moving average process
0 references
