The evaluation of certain quadratic forms occurring in autoregressive model fitting
type: Item
instance of: scholarly article
title: The evaluation of certain quadratic forms occurring in autoregressive model fitting
zbMATH Open document ID: 0507.62075
author: R. J. Bhansali
published in: The Annals of Statistics
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 3800826
zbMATH Keywords: quadratic forms
zbMATH Keywords: autoregressive model fitting
zbMATH Keywords: infinite dimensional stationary covariance matrix
zbMATH Keywords: asymptotic covariance structure
zbMATH Keywords: second- order stationary process
zbMATH Keywords: inverse of covariance matrix
zbMATH Keywords: convergence of sequence of matrices
zbMATH Keywords: inverse covariance function
zbMATH Keywords: moving average process
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176345695
OpenAlex ID: W1974017729
DOI: 10.1214/AOS/1176345695
description: scientific article; zbMATH DE number 3800826