𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Parameter estimation of the stochastic AMR model and its application to the study of several strong earthquakes

✍ Scribed by Feng, Wangli ;Li, Ma ;Vere-Jones, David ;Shi-jun, Chen


Publisher
Springer
Year
2004
Tongue
English
Weight
440 KB
Volume
17
Category
Article
ISSN
1000-9116

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


An estimator of the inverse covariance m
✍ B. David; G. Bastin πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 202 KB

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.