Inverse of the covariance matrix of an MA(2) process (Q2043160)
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scientific article; zbMATH DE number 7376390
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inverse of the covariance matrix of an MA(2) process |
scientific article; zbMATH DE number 7376390 |
Statements
Inverse of the covariance matrix of an MA(2) process (English)
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29 July 2021
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inverse of covariance matrix
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symmetric Toeplitz matrix
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0.8106383085250854
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