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The determination of the state covariance matrix of moving-average processes without computation

✍ Scribed by Stefan Mittnik

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

On the Inverse of the Covariance Matrix

✍ Paul Shaman 📂 Article 📅 1969 🏛 Oxford University Press 🌐 English ⚖ 475 KB

On the Covariance Determinants of Moving

✍ P. D. Finch 📂 Article 📅 1960 🏛 Oxford University Press 🌐 English ⚖ 299 KB

THE RECURSIVE PROPERTY OF THE INVERSE OF

✍ John N. Haddad 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 158 KB

RECURSIVE COMPUTATION OF THE PARAMETERS

✍ Georgi N. Boshnakov 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 617 KB