Approximations of the eigenvalues of the covariance matrix of a first order autoregressive process
type: Item
instance of: scholarly article
title: Approximations of the eigenvalues of the covariance matrix of a first order autoregressive process
zbMATH Open document ID: 0487.62075
DOI: 10.1016/0304-4076(83)90103-3
author: Roelof J. Stroeker
published in: Journal of Econometrics
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65F15
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 3766906
zbMATH Keywords: first order autoregressive process
zbMATH Keywords: explicit approximations
zbMATH Keywords: eigenvalues of covariance matrix
zbMATH Keywords: Rayleigh quotients
zbMATH Keywords: error bounds
zbMATH Keywords: algorithm
MaRDI profile type: Publication
full work available at URL: 0304-4076(83)90103-3
OpenAlex ID: W2014349204
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cites work: Some new characterizations of the Chebyshev polynomials
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description: scientific article; zbMATH DE number 3766906