An exact formula of the inverse covariance matrix of an autoregressive stochastic process is obtained using the Gohberg}Semencul explicit inverse of the Toeplitz matrix. This formula is used to build an estimator of the inverse covariance matrix of a stochastic process based on a single realization.
β¦ LIBER β¦
An interactive algorithm for the parameter estimation of complex systems and its application to an ecological modelling of an actual Japanese lake
β Scribed by Nishida, N.; Hiratsuka, S.; Tanaka, T.; Okino, T.
- Book ID
- 123092212
- Publisher
- Elsevier Science
- Year
- 1986
- Tongue
- English
- Weight
- 437 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0304-3800
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