THE RECURSIVE PROPERTY OF THE INVERSE OF THE COVARIANCE MATRIX OF A MOVING‐AVERAGE PROCESS OF GENERAL ORDER (Q4864578)
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scientific article; zbMATH DE number 846064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE RECURSIVE PROPERTY OF THE INVERSE OF THE COVARIANCE MATRIX OF A MOVING‐AVERAGE PROCESS OF GENERAL ORDER |
scientific article; zbMATH DE number 846064 |
Statements
THE RECURSIVE PROPERTY OF THE INVERSE OF THE COVARIANCE MATRIX OF A MOVING‐AVERAGE PROCESS OF GENERAL ORDER (English)
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20 February 1996
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inverse of the covariance matrix
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moving-average process of general order
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