Linear Toeplitz covariance structure models with optimal estimators of variance components (Q1855356)
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: Linear Toeplitz covariance structure models with optimal estimators of variance components |
scientific article; zbMATH DE number 1864723
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear Toeplitz covariance structure models with optimal estimators of variance components |
scientific article; zbMATH DE number 1864723 |
Statements
Linear Toeplitz covariance structure models with optimal estimators of variance components (English)
0 references
5 February 2003
0 references
autoregressive models
0 references
moving average models
0 references
Toeplitz matrices
0 references
circulant matrices
0 references
skewcirculant matrices
0 references
quadratic unbiased estimation
0 references
special Jordan algebras
0 references
0 references
0 references
0 references