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Efficient computation of the covariance sequence of an autoregressive process

✍ Scribed by B. Friedlander

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the inverse of the covariance matrix

✍ SHAMAN, PAUL 📂 Article 📅 1973 🏛 Oxford University Press 🌐 English ⚖ 186 KB

On the Inverse of the Covariance Matrix

✍ Paul Shaman 📂 Article 📅 1973 🏛 Oxford University Press 🌐 English ⚖ 382 KB

An efficient and versatile algorithm for

✍ Soderstrom, T.; Jezek, J.; Kucera, V. 📂 Article 📅 1998 🏛 IEEE 🌐 English ⚖ 400 KB

On the asymptotic efficiency of estimato

✍ Masafumi Akahira 📂 Article 📅 1976 🏛 Springer Japan 🌐 English ⚖ 570 KB

A NOTE ON THE INVERSE COVARIANCE MATRIX

✍ Verbyla, A. P. 📂 Article 📅 1985 🏛 Wiley (Blackwell Publishing) 🌐 English ⚖ 170 KB

A simple method for computing the covari

✍ Haddad, John N. 📂 Article 📅 1998 🏛 Taylor and Francis Group 🌐 English ⚖ 177 KB