The Covariance Matrix of a Continuous Autoregressive Vector Time-Series

DOI10.1214/aoms/1177703861zbMath0139.37002OpenAlexW1984498462MaRDI QIDQ5514981

J. N. Franklin

Publication date: 1963

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177703861

zbMATH Keywords

statistics

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