Optimal nonnegative definite approximations of estimated moving average covariance sequences (Q3986209)
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scientific article; zbMATH DE number 28484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal nonnegative definite approximations of estimated moving average covariance sequences |
scientific article; zbMATH DE number 28484 |
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Optimal nonnegative definite approximations of estimated moving average covariance sequences (English)
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27 June 1992
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optimal nonnegative definite approximations
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estimated moving average covariance sequences
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weighted Euclidean distance of covariances
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linear minimization problems
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0.86432683
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0.86418045
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0.86182666
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0.8574147
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0.85411245
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0.85370994
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