A decomposition of some serially-structured variance matrices (Q3747561)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A decomposition of some serially-structured variance matrices |
scientific article |
Statements
A decomposition of some serially-structured variance matrices (English)
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1986
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Cholesky decomposition
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serially-structured variance matrix
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decomposition
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stationary process
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autoregressive-moving average model
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generalized ARMA
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lower triangular band matrix
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