On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive Process
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Publication:3279709
DOI10.1214/aoms/1177706636zbMath0099.14305OpenAlexW2025032762MaRDI QIDQ3279709
Publication date: 1958
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177706636
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