Covariance characterization by partial autocorrelation matrices (Q598758)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Covariance characterization by partial autocorrelation matrices |
scientific article; zbMATH DE number 3642559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance characterization by partial autocorrelation matrices |
scientific article; zbMATH DE number 3642559 |
Statements
Covariance characterization by partial autocorrelation matrices (English)
0 references
1978
0 references
partial autocorrelation matrices
0 references
stationary discrete process
0 references
matrix covariance function
0 references
multivariate process
0 references
maximum entropy spectral analysis method
0 references