Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters (Q3606652)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters |
scientific article |
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Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters (English)
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26 February 2009
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maximum likelihood estimation
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moving average coefficient
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positive-definiteness constraint
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unconstrained parameterization
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variance-correlation separation
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