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Publication:3766675
zbMATH Open0629.62092MaRDI QIDQ3766675
Publication date: 1987
Title of this publication is not available (Why is that?)
determinantexplicit expressionsrecursive expressionautoregressive-moving average processinverse of the covariance matrixmoving average process of order q
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Theory of matrix inversion and generalized inverses (15A09) Determinants, permanents, traces, other special matrix functions (15A15)
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On a relationship between the inverse of a stationary covariance matrix and the linear interpolator ⋮ THE RECURSIVE PROPERTY OF THE INVERSE OF THE COVARIANCE MATRIX OF A MOVING‐AVERAGE PROCESS OF GENERAL ORDER ⋮ Title not available (Why is that?)
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