The inversion of correlation matrix for MA(1) process
type: Item
instance of: scholarly article
title: The inversion of correlation matrix for MA(1) process
zbMATH Open document ID: 1047.62081
DOI: 10.1016/S0893-9659(03)80051-4
published in: Applied Mathematics Letters
publication date: 2004-06-11T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 15A09
zbMATH DE Number: 2073783
zbMATH Keywords: Inversion of correlation matrices of AR(1) processes
zbMATH Keywords: Partitioning
zbMATH Keywords: Inversion of submatrices
author: Brajendra C. Sutradhar
author: Pranesh Kumar
MaRDI profile type: Publication
cites work: Q5556138
cites work: Q3963838
cites work: ON STATIONARY PROCESSES IN THE PLANE
cites work: Q3272866
cites work: On the inverse of the covariance matrix of a first order moving average
cites work: Q3716064
cites work: Longitudinal data analysis using generalized linear models
full work available at URL: s0893-9659(03)80051-4
OpenAlex ID: W2060863427
description: scientific article; zbMATH DE number 2073783