On the Inverse of Some Covariance Matrices of Toeplitz Type
From MaRDI portal
Publication:4103682
DOI10.1137/0131036zbMath0337.15006OpenAlexW2030987898MaRDI QIDQ4103682
Publication date: 1976
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0131036
Gaussian processes (60G15) Theory of matrix inversion and generalized inverses (15A09) Hermitian, skew-Hermitian, and related matrices (15B57) Direct numerical methods for linear systems and matrix inversion (65F05)
Related Items (11)
Residual variance estimation in moving average models ⋮ On some properties of positive definite Toeplitz matrices and their possible applications ⋮ Solution of band matrix equations by projection-recurrence ⋮ On prediction of integrated moving average processes ⋮ Monotone positive stable matrices ⋮ Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results ⋮ A survey of Toeplitz and related matrices ⋮ Explicit determinants, inverses and eigenvalues of four band Toeplitz matrices with perturbed rows ⋮ The inverses of Toeplitz band matrices ⋮ On the eigenvalue problem for Toeplitz band matrices ⋮ Explicit Inversion Formulas for Toeplitz Band Matrices
This page was built for publication: On the Inverse of Some Covariance Matrices of Toeplitz Type
