The generalized variance of a stationary autoregressive process
- 1 December 1977
- journal article
- research article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 7 (4) , 584-588
- https://doi.org/10.1016/0047-259x(77)90069-0
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- Approximations for Stationary Covariance Matrices and Their Inverses with Application to ARMA ModelsThe Annals of Statistics, 1976
- Numerical Methods for Scientists and Engineers.Journal of the Royal Statistical Society. Series A (General), 1962
- On Durbin's formula for the limiting generalized variance of a sample of consecutive observations from a moving-average processBiometrika, 1961
- On the covariance determinants of moving-average and autoregressive modelsBiometrika, 1960
- EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELSBiometrika, 1959
- On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive ProcessThe Annals of Mathematical Statistics, 1958