On the inverses of some patterned matrices arising in the theory of stationary time series

DOI10.2307/3212583zbMath0278.62016OpenAlexW2314891489MaRDI QIDQ4404265

Publication date: 1974

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212583

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Theory of matrix inversion and generalized inverses (15A09)

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