Approximations for stationary covariance matrices and their inverses with application to ARMA models

DOI10.1214/aos/1176343408zbMath0326.62062OpenAlexW2050940234MaRDI QIDQ1225895

Paul Shaman

Publication date: 1976

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343408

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Miscellaneous inequalities involving matrices (15A45)

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