The inverse of covariance matrices for the ARMA\((p,q)\) class of processes
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Publication:2569509
zbMath1074.62055MaRDI QIDQ2569509
Rahim Chinipardaz, Trevor F. Cox
Publication date: 27 October 2005
Published in: Iranian Journal of Science and Technology. Transaction A: Science (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Theory of matrix inversion and generalized inverses (15A09)
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