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On the closed form of the covariance matrix and its inverse of the causal ARMA process

✍ Scribed by John N. Haddad

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The covariance matrix of ARMA errors in

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

The conditioning of the maximum entropy

✍ Delores Conway; Henri Theil 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 301 KB

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

On the Inverse of a Patterned Covariance

✍ G. E. Bonney and G. E. Kissling 📂 Article 📅 1984 🏛 American Statistical Association 🌐 English ⚖ 396 KB