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Erratum to: Dynamic subtree tracing and its application in pay-TV systems

โœ Scribed by Peter Roelse

Book ID
106297092
Publisher
Springer-Verlag
Year
2011
Tongue
English
Weight
73 KB
Volume
10
Category
Article
ISSN
1615-5262

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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.