Recursive Computation for Block‐Nested Covariance Matrices (Q4640221)
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scientific article; zbMATH DE number 6869246
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive Computation for Block‐Nested Covariance Matrices |
scientific article; zbMATH DE number 6869246 |
Statements
Recursive Computation for Block‐Nested Covariance Matrices (English)
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16 May 2018
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innovations algorithm
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Levinson-Durbin algorithm
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likelihood evaluation
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spectral factorization
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Whittle likelihood
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