APPLICATION OF THE EXACT INVERSE OF THE TOEPLITZ MATRIX TO THE AUTOREGRESSIVE MODEL (Q4639845)
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scientific article; zbMATH DE number 6867996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | APPLICATION OF THE EXACT INVERSE OF THE TOEPLITZ MATRIX TO THE AUTOREGRESSIVE MODEL |
scientific article; zbMATH DE number 6867996 |
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APPLICATION OF THE EXACT INVERSE OF THE TOEPLITZ MATRIX TO THE AUTOREGRESSIVE MODEL (English)
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11 May 2018
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Toeplitz matrix
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autoregressive process
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simulation
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Cholesky decomposition
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Levinson-Durbin algorithm
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