Fast Triangular Factorization of Covariance Matrices of Differenced Time Series

✍ Scribed by Vijayan, Rajiv; Poor, H. Vincent

• Book ID: 118212612
• Publisher: Society for Industrial and Applied Mathematics
• Year: 1993
• Tongue: English
• Weight: 549 KB
• Volume: 14
• Category: Article
• ISSN: 0895-4798
• DOI: 10.1137/0614073